RO EN
A probabilistic method for solving minimax problems with general constraints.
Authors: Anatol Godonoaga, Pavel Balan
– 0.16 Mb
Abstract
The method proposed in paper solves a convex minimax problem with a set of general constraints. It is based on a schema elaborated previously, but with constraints that can be projected on quite elementary. Such kind of problems are often encountered in technical, economical applied domains etc. It does not use penalty functions or Lagrange function - common toolkit for solving above mentioned problems. Movement directions have a stochastic nature and are built using estimators corresponding to target function and functions from constraints. At the same time every iteration admits some tolerance limits regarding non-compliance with constraints conditions.E-mail: ,
Fulltext
– 0.16 Mb
Contents
- Towards Structural Network Analysis.
- About characteristics of graded algebras S1,4 and SI1,4.
- A probabilistic method for solving minimax problems with general constraints.
- About rings of continuous functions in the expanded field of numbers.
- On preradicals associated to principal functors of module categories. III.
- Invariant transformations of loop transversals. 1. The case of isomorphism.
- An Approach for Determining the Matrix of Limiting State Probabilities in Discrete Markov Processes.
- Numerical modeling of multidimensional problems of gravitational gas dynamics with high resolution schemes.
- On the action of differentiation operator in some classes of Nevanlinna-Djrbashian type in the unit disk and polydisk.
- On a Product of Classes of Algebraic Systems.
