A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Computational Mathematics"
DOI: 10.1007/s10444-019-09676-y
Abstract: In this paper, we propose and analyse a new unbiased stochastic approach for solving a class of integral equations. We study and compare the proposed unbiased approach against the known biased Monte Carlo method based… read more here.
Keywords: unbiased stochastic; stochastic algorithm; algorithm solving; solving linear ... See more keywords
Filter-based stochastic algorithm for global optimization
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DOI: 10.1007/s10898-020-00917-9
Abstract: We propose the general Filter-based Stochastic Algorithm (FbSA) for the global optimization of nonconvex and nonsmooth constrained problems. Under certain conditions on the probability distributions that generate the sample points, almost sure convergence is proved.… read more here.
Keywords: algorithm; stochastic algorithm; global optimization; based stochastic ... See more keywords
A novel computing stochastic algorithm to solve the nonlinear singular periodic boundary value problems
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Computer Mathematics"
DOI: 10.1080/00207160.2022.2037132
Abstract: In this work, a class of singular periodic nonlinear differential systems (SP-NDS) in nuclear physics is numerically treated by using a novel computing approach based on the Gudermannian neural networks (GNNs) optimized by the mutual… read more here.
Keywords: singular periodic; computing stochastic; physics; gnns sqp ... See more keywords
A Decentralized Stochastic Algorithm for Coupled Composite Optimization With Linear Convergence
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DOI: 10.1109/tsipn.2022.3190743
Abstract: In this article, we consider a multi-node sharing problem, where each node possesses a local smooth function that is further considered as the average of several constituent functions, and the network aims to minimize a… read more here.
Keywords: problem; optimization; decentralized stochastic; composite optimization ... See more keywords