A parallel algorithm to optimize a fractile function


Аuthors

Kibzun A. I.*, Matveyev E. L.

Moscow Aviation Institute (National Research University), 4, Volokolamskoe shosse, Moscow, А-80, GSP-3, 125993, Russia

*e-mail: kibzun@mail.ru

Abstract

A parallel algorithm is suggested to minimize a quantile function. The algorithm is based on decentralized algorithm for the quantile estimation. The almost sure convergence is proved for the algorithm.

mai.ru — informational site of MAI

Copyright © 1994-2020 by MAI