IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789812772954_0004.html
   My bibliography  Save this book chapter

Application Of Stochastic Approximation In Technical Design

In: Computer Aided Methods In Optimal Design And Operations

Author

Listed:
  • V. BARTKUTĖ

    (Institute of Mathematics and Informatics, Akademijos st. 4, Vilnius 08663, Lithuania)

  • L. SAKALAUSKAS

    (Institute of Mathematics and Informatics, Akademijos st. 4, Vilnius 08663, Lithuania)

Abstract

In this paper, we consider problems related to the implementation of Stochastic Approximation (SA) in technical design, namely, estimation of a stochastic gradient, improvement of convergence, stopping criteria of the algorithm, etc. The accuracy of solution and the termination of the algorithm are considered in a statistical way. We build a method for estimation of confidence interval of the objective function extremum and stopping of the algorithm according to order statistics of objective function values provided during optimization. We give some illustration examples of application of developed approach of SA to the optimal engineering design problems, too.

Suggested Citation

  • V. Bartkutė & L. Sakalauskas, 2006. "Application Of Stochastic Approximation In Technical Design," World Scientific Book Chapters, in: I D L Bogle & J Žilinskas (ed.), Computer Aided Methods In Optimal Design And Operations, chapter 4, pages 29-38, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812772954_0004
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789812772954_0004
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789812772954_0004
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789812772954_0004. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.