Parallelization of the quantile function optimization algorithms
- 34 Downloads
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.
PACS numbers2.50.-r 02.60.Pn
Unable to display preview. Download preview PDF.
- 2.Malyshev, V.V. and Kibzun, A.I., Analiz i sintez vysokotochnogo upravleniya LA (Analysis and Design of High-precision Control of Flight Vehicles), Moscow: Mashinostroenie, 1987.Google Scholar
- 4.Kibzun, A.I. and Naumov, A.V., Guaranteeing Algorithm to Solve the Guantile Optimization Problem, Kosm. Issled., 1995, vol. 33, no. 2, pp. 160–165.Google Scholar