[R] reasonable theory?
James Cloos
cloos at jhcloos.com
Sun Oct 30 02:06:26 CEST 2011
>>>>> "SG" == Spencer Graves <spencer.graves at structuremonitoring.com> writes:
SG> If you know nothing about the black box except that its domain is
SG> bounded, then I would random sample uniformly from the domain. If the
SG> function is monotonically increasing in all variables, then you only
SG> need to test the two extreme points. If you know other things, you
SG> may be able to use the other logic.
So I was overthinking it, then.
As it turns out, for most of the functions in question, the convex hull
of the range, as determined by uniform samples w/in the domain, was only
slightly bigger than the convex hull of the full set of extreme points
of the domain.
And for my needs, then, the latter is a good-enough approximation of the
former after all.
Thanks!
-JimC
--
James Cloos <cloos at jhcloos.com> OpenPGP: 1024D/ED7DAEA6
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