Ellipsoid method for convex stochastic optimization in small dimension

Subject. This article deals with the simulation technologies based on the principles of stochastic optimization. They can bring a significant financial effect in the planning of investment development of both individual innovation and industrial clusters and federal districts of the country. Objectives. The article aims to investigate the mechanisms of inter-cluster cooperation within a single district. Methods. For the analysis, we used a stochastic optimization model in view of economic, financial, information, and logistics inter-cluster cooperation within a single federal district. Results. The considered stochastic optimization model of economic, financial, information, and logistics inter-cluster cooperation shows that the increase in fixed investment does not always cause population growth in the federal district regions. Conclusions. The use of a digital twin mechanism of inter-cluster cooperation can help avoid premature unreasonable public policy management decisions regarding the further development of innovation and industrial clusters.

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Parallelized Global Stochastic Optimization for Efficient Ensemble Enhancement within an Adaptive Monte Carlo Forecasting Platform

AIAA Scitech 2021 Forum ◽

10.2514/6.2021-1857 ◽

2021 ◽

Author(s):

Andrew W. VanFossen ◽

Mrinal Kumar

Keyword(s):

Monte Carlo ◽

Stochastic Optimization ◽

Adaptive Monte Carlo

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High Speed Information Network Planning using Stochastic Optimization Method

Proceedings of the Annual Conference of CAIS / Actes du congrès annuel de l'ACSI ◽

10.29173/cais741 ◽

2013 ◽

Author(s):

Ki-Sang Song ◽

Arun K. Somani

Keyword(s):

Stochastic Optimization ◽

Network Design ◽

Multimedia Information ◽

High Speed ◽

Minimum Cost ◽

Optimization Method ◽

Multimedia Communication ◽

Network Design Problem ◽

Information Network ◽

Traffic Characteristics

From the 1994 CAIS Conference: The Information Industry in Transition McGill University, Montreal, Quebec. May 25 - 27, 1994.Broadband integrated services digital network (B-ISDN) based on the asynchronous transmission mode (ATM) is becoming reality to provide high speed, multi bit rate multimedia communications. Multimedia communication network has to support voice, video and data traffics that have different traffic characteristics, delay sensitive or loss sensitive features have to be accounted for designing high speed multimedia information networks. In this paper, we formulate the network design problem by considering the multimedia communication requirements. A high speed multimedia information network design alogrithm is developed using a stochastic optimization method to find good solutions which meet the Quality of Service (QoS) requirement of each traffic class with minimum cost.

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