Onischenko B. Minorant methods for global stochastic optimization

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0406U001828

Applicant for

Specialization

  • 01.05.01 - Теоретичні основи інформатики та кібернетики

28-04-2006

Specialized Academic Board

Д 26.194.02

V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine

Essay

The dissertation is dedicated to the development of methods of solution of stochastic global optimization problems. In the work a concept of a stochastic tangent minorant of a function is introduced and advanced calculus of it is developed. Also Pijavskii's global optimization method is generalized for solution of stochastic global optimization problems and in the work some new versions of a stochastic branch and bound method with minorants estimates of the criterion function on branches are developed and their convergence is proved.

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