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Avtomatika i Telemekhanika, 1985, Issue 10, Pages 63–70
(Mi at7572)
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Adaptive Systems
Stochastic algorithm for minimization of an additive function
S. L. Leonov Moscow
Abstract:
A stochastic recurrent algorithm of finding the minimum of an additive function is studied in which the ordinal number of the function whose antigradient determines the direction in a specific iteration is chosen randomly. The algorithm characteristics are shown to be related with a set of Pareto-optimal solutions of a multi-criterial minimization problem.
Received: 16.10.1984
Citation:
S. L. Leonov, “Stochastic algorithm for minimization of an additive function”, Avtomat. i Telemekh., 1985, no. 10, 63–70; Autom. Remote Control, 46 (1985), 1256–1263
Linking options:
https://www.mathnet.ru/eng/at7572 https://www.mathnet.ru/eng/at/y1985/i10/p63
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Abstract page: | 126 | Full-text PDF : | 38 |
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