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Matematika  2005 

Algoritma Berkebarangkalian dalam Pengoptimuman

Keywords: Optimization , Wiener process , probabilistic.

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Abstract:

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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