Abstract
The paper considers aspects of the development of algorithms for optimizing complex systems. The principles of constructing procedures for adjusting the parameters of variable gradient optimization algorithms are proposed. In any iterative algorithm, there are parameters that require their adjustment. To control and adjust parameters, - criteria are formed that determine the quality of adjustments. The problem of determining the best value of adjustment parameters belongs to the same class as the original optimization problem. During the operation of algorithms, their parameters are adapted to the original values. The paper provides recommendations for software implementation of probabilistic algorithms and construction of computational procedures for probabilistic computational experiments based on them.
Highlights
To control and adjust parameters, — criteria are formed that determine the quality of adjustments
The problem of determining the best value of adjustment parameters belongs to the same class as the original optimization problem
During the operation of algorithms, their parameters are adapted to the original values
Summary
The principles of constructing procedures for adjusting the parameters of variable gradient optimization algorithms are proposed. Если функцию f(x) можно представить следующим образом: f (x) = Mφ(x,ω) = ∫ φ(x,ω)P (dω) (2) Если это истина как вариант, то тогда ∂φ(x, ω) можно представить множеством векторов, являющихся вероятностными оценками обобщенных значений градиентов функции f(x).
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