I have a computationally expensive fuction of three variables F(p1,p2,p3) which I need to minimize.
This problem is solved with three-dimensional search algorithm in the cube with the parties p1 [min_p1.. max_p1]-p2 [min_p2.. max_p2]-p3 [min_p3.. max_p3]. A step of search on p1 - dp1, on p2 - dp2, p3 - dp3. How to compute in this case the confidence interval of the values received by search. If to take this interval as the half of step of digitization (for example), it will be constant value - independent of quantity of measurements. thanks in advice, Konst . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
