DocumentCode
433789
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
Volume
1
fYear
2004
fDate
20-23 July 2004
Firstpage
435
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference, 2004. 5th Asian
Conference_Location
Melbourne, Victoria, Australia
Print_ISBN
0-7803-8873-9
Type
conf
Filename
1425991
Link To Document