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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2008 Volume 48, Number 3, Pages 529–535 (Mi zvmmf173)

Building correct estimation algorithms as a constrained optimization problem

A. Yu. Smetanin

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333, Russia

Abstract: For estimation algorithms, the problem of building correct algorithms by modifying weights of features and weights of objects is examined. Criteria for the possibility to build a correct algorithm are obtained for certain cases. Conditions of the possibility to build a correct algorithm are obtained in terms of solving a constrained optimization problem. An optimization method is proposed. Under these conditions, the proposed method significantly reduces the computational complexity of synthesizing a correct algorithm.

Key words: estimation algorithm, constrained optimization problem, system of nonlinear algebraic equations.

UDC: 519.71

Received: 26.04.2006
Revised: 03.08.2007


 English version:
Computational Mathematics and Mathematical Physics, 2008, 48:3, 500–506

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© Steklov Math. Inst. of RAS, 2024