|
Nonlinear problem of optimization
I. Sh. Pinsker, В. M. Tseitlin Moscow
Abstract:
A method of searching for the optimum system which estimate function depends on several parameters is considered. The process of searching is reduced to minimization of the estimate function on the direct line and to instructing the choice of a new line. A complex of essentially different lines is plotted. If the estimate function is of a quadratic form, line directions appear to be conjugated and the search comes to end in a finite number of steps.
Received: 10.06.1962
Citation:
I. Sh. Pinsker, В. M. Tseitlin, “Nonlinear problem of optimization”, Avtomat. i Telemekh., 23:12 (1962), 1611–1619
Linking options:
https://www.mathnet.ru/eng/at12124 https://www.mathnet.ru/eng/at/v23/i12/p1611
|
Statistics & downloads: |
Abstract page: | 170 | Full-text PDF : | 109 |
|