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Stochastic gradient methods for optimizing electrical transportation networks

  • Section II Stochastic Extremal Problems
  • Conference paper
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Stochastic Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 81))

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Abstract

It appears that the stochastic gradient method is

  • -very easy to implement

  • -very efficient

  • -easy to extend in the integer case

The main interest of this study is to show that this method may be applied in a domain which is not classical for it that is: large NP complete problems. In these cases it seems to give good heuristics.

This work has been supported by EDF Etudes et Recherches, Service Etude de réseaux, Département Methodes d'Optimisation.

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References

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Authors
  1. M. Goursat
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  2. J. P. Quadrat
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  3. M. Viot Inria
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Editor information

Vadim I. Arkin A. Shiraev R. Wets

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© 1986 International Institute for Applied Systems Analysis

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Goursat, M., Quadrat, J.P., Inria, M.V. (1986). Stochastic gradient methods for optimizing electrical transportation networks. In: Arkin, V.I., Shiraev, A., Wets, R. (eds) Stochastic Optimization. Lecture Notes in Control and Information Sciences, vol 81. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007114

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  • DOI: https://doi.org/10.1007/BFb0007114

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16659-7

  • Online ISBN: 978-3-540-39841-7

  • eBook Packages: Springer Book Archive

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