Title :
Application of parallel computing techniques for stochastic optimization problems
Author :
Abramov, O.V. ; Katueva, Y.V.
Author_Institution :
Inst. for Autom. & Control Processes, Russian Acad. of Sci., Vladivostok, Russia
Abstract :
The paper proposes a particular approach, with algorithms, for seeking a numerical solution of the parametric optimization problem with a stochastic criterion. Special attention is paid to algorithms that reduce the computation cost of stochastic optimization problems. Several algorithms for multivariant analysis, stochastic criterion estimation and discrete optimization using parallel and distributed processing techniques are discussed.
Keywords :
control system analysis computing; optimisation; parallel processing; stochastic processes; stochastic systems; distributed processing; multivariant analysis; parallel computing; parametric optimization; stochastic criterion estimation; stochastic optimization problem; Algorithm design and analysis; Cost function; Design engineering; Design optimization; Distributed processing; Optimization methods; Parallel processing; Random processes; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Control Conference, 2004. 5th Asian
Conference_Location :
Melbourne, Victoria, Australia
Print_ISBN :
0-7803-8873-9
