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Algoritma Berkebarangkalian dalam Pengoptimuman

Author(s): Siska Candra Ningsih | Yosza Dasril | Ismail Bin Mohd

Journal: Matematika
ISSN 0127-8274

Volume: 21;
Issue: 2;
Start page: 153;
Date: 2005;
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Keywords: Optimization | Wiener process | probabilistic.

This article discusses the efficiency of the probabilistic algorithm for determining the optimal point of global optimization problems. Randomness and normality tests were conducted to verify that the optimization problem constitutes a Wiener process. Furthermore, two numerical examples are given with different gamma values to illustrate the efficiency of the algorithm.
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