Please use this identifier to cite or link to this item:
https://open.uns.ac.rs/handle/123456789/16826
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Krejić Nataša | - |
dc.contributor.author | Ovcin Zoran | - |
dc.contributor.other | Lužanin Zorana | - |
dc.contributor.other | Krejić Nataša | - |
dc.contributor.other | Uzelac Zorica | - |
dc.contributor.other | Stojkovska Irena | - |
dc.date.accessioned | 2020-12-13T11:06:18Z | - |
dc.date.available | 2020-12-13T11:06:18Z | - |
dc.date.issued | 2016-07-19 | - |
dc.identifier.uri | https://open.uns.ac.rs/handle/123456789/16826 | - |
dc.description.abstract | <p>Posmatra se problem minimizacije bez ograničenja. U determinističkom slučaju ti problemi se uspešno rešavaju iterativnim Kvazi Njutnovim postupcima. Ovde se istražuje stohastički slučaj, kada su poznate vrednosti funkcije cilja i njenog gradijenta na koje je uticao šum. Koristi se novi način određivanja dužina koraka, koji kombinuje metod linijskog pretraživanja i metod stohastičke aproksimacije tako da zadrži dobre osobine oba pristupa i obezbedi veću efikasnost postupka. Metod je testiran u kombinaciji sa više načina izbora pravca u iterativnom postupku. Dokazana je konvergencija novog postupka i testiranjem na velikom broju standardnih test problema pokazana njegova efikasnost. Takođe se za rešavanje problema ekvilibriuma u Neoklasičnoj ekonomiji predlaže i dokazuje konvergencija jednog Fiksnog Njutnovog postupka. U zadatku nalaženja rešenja za niz problema kojima se preciznije modelira slučajni sistem, ovaj Fiksni Njutnov postupak ostvaruje veliku uštedu CPU vremena u odnosu na Njutnov metod. U prvom delu teze je dat opšti teoretski uvod. U drugom delu je dat pregled relevantnih rezultata iz posmatranih oblasti zajedno sa dva originalna rezultata. U trećem delu su dati rezultati numeričkih testova.</p> | sr |
dc.description.abstract | <p>The problem under consideration is unconstrained minimization pro-blem. The problem in deterministic case is often solved with Quasi Newton met-hods. In noisy environment, which is considered, new approach for step length along descent direction is used. The new approach combines line search and stoc-hastic approximation method using good characteristics of both enabling better efficiency. The convergence is proved. New step length is tested with three de-scent directions. Many standard test problems show the efficiency of the met-hod. Also, a new, affordable procedure based on application of the fixed Newton method for a sequence of equilibrium problems generated by simulation is intro-duced. The convergence conditions of the method are derived. The numerical results show a clear difference in the quality of information obtained by solving a sequence of problems if compared with the single equilibrium problem. In the first part general theoretical introduction is given. In the second part a survey of results from scientific community is given together with original results. The third part contains many numerical tests of new methods that show its efficiency.</p> | en |
dc.language.iso | sr (latin script) | - |
dc.publisher | Univerzitet u Novom Sadu, Prirodno-matematički fakultet u Novom Sadu | sr |
dc.publisher | University of Novi Sad, Faculty of Sciences at Novi Sad | en |
dc.source | CRIS UNS | - |
dc.source.uri | http://cris.uns.ac.rs | - |
dc.subject | Nonlinear optimization, Quasi-Newton, stochastic optimization. | en |
dc.subject | Nelinearna optimizacija, Kvazi Njutnove metode, stohastička optimizacija. | sr |
dc.title | Quasi Newton Methods for Stochastic Programming Problems | en |
dc.title | Kvazi Njutnovi postupci za probleme stohastičkog programiranja | sr |
dc.type | Thesis | en |
dc.identifier.url | https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija146426898759239.pdf?controlNumber=(BISIS)101079&fileName=146426898759239.pdf&id=5830&source=BEOPEN&language=en | en |
dc.identifier.url | https://www.cris.uns.ac.rs/record.jsf?recordId=101079&source=BEOPEN&language=en | en |
dc.identifier.externalcrisreference | (BISIS)101079 | - |
dc.source.institution | Prirodno-matematički fakultet u Novom Sadu | sr |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
crisitem.author.dept | Fakultet tehničkih nauka, Departman za opšte discipline u tehnici | - |
crisitem.author.parentorg | Fakultet tehničkih nauka | - |
Appears in Collections: | PMF Teze/Theses |
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