There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...
No algorithm for optimizing general nonlinear functions exists that will always find the global optimum for a general nonlinear minimization problem in a reasonable amount of time. Since no single ...
SIAM Journal on Numerical Analysis, Vol. 22, No. 5 (Oct., 1985), pp. 821-850 (30 pages) We consider the problem of minimizing a smooth function of n variables subject to m smooth equality constraints.
Abstract: This paper investigates the static output feedback (SOF) control problem of T-S fuzzy systems based on higher-order Lyapunov functions (HO-LFs). Firstly, to alleviate the conservatism of ...
Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...