A parallel algorithm to optimize a fractile function


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


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.

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