Work

An algorithm for solving inverse problems characterized by multi-extremal functions

Year: 2025

Type: article

Abstract: This article addresses the solution of a single-point inverse problem for multi-extremal functions in the context of target indicator formation tasks. A description of the proposed algorithm is provided, which was developed based on an inverse approach and coordinate descent with stochastic argument selection. The algorithm was tested using well-known benchmark functions, including comparisons with methods implemented in existing Python libraries. The application of the algorithm for solving the practical problem of pricing under oscillatory demand is examined. The experimental results demonstrate the feasibility of applying the algorithm to solve problems involving multi-extremal functions.

Source: International Journal on Information Technologies and Security

DOI: 10.59035/caxd7851

Author: Ekaterina Gribanova

Institution: Tomsk State University of Control Systems and Radio-Electronics

Language: English

Topic: Numerical methods in inverse problems

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funder: Russian Science Foundation

OpenAlex ID: W4413667178

FWCI:

Cites:

Cited by:

Related to: 10