Stochastic algorithm for minimization of an additive function (Q1081537)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic algorithm for minimization of an additive function |
scientific article; zbMATH DE number 3970547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic algorithm for minimization of an additive function |
scientific article; zbMATH DE number 3970547 |
Statements
Stochastic algorithm for minimization of an additive function (English)
0 references
1985
0 references
A stochastic recurrent algorithm for finding the minimum of an additive function is studied. The algorithm investigated is characterized by the random choice of the number of the function whose antigradient determines the direction of motion at a given iteration. The connection of the characteristics of the algorithm with the set of Pareto-optimal solutions of the multi-criterial minimization is clarified.
0 references
additive objective function
0 references
stochastic recurrent algorithm
0 references
antigradient
0 references
Pareto-optimal solutions
0 references
multi-criterial minimization
0 references
0.9008808
0 references
0.8920066
0 references
0.88384056
0 references
0.8837548
0 references
0.8821424
0 references
