Parallelization of the quantile function optimization algorithms

被引：0

作者：

Kibzun, A. I. ^{[1
]}

机构：

[1] Tech Univ, Moscow State Aviat Inst, Moscow, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2007年 / 68卷 / 05期

基金：

俄罗斯基础研究基金会;

关键词：

2.50.-r; 02.60.Pn;

D O I：

10.1134/S0005117907050074

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Consideration was given to optimization of the loss function that is individually convex in the strategy and random vector. The problem was solved using the confidential method which majorizes the estimate of the quantile function. Two methods to determine the desired estimate were discussed. Both allow one to parallelize calculation of the estimate and reduce the problem to the solution of a set of convex programming problems.

引用

页码：799 / 810

页数：12

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