A stochastic approximation counterpart of the feasible direction method (Q1107247)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A stochastic approximation counterpart of the feasible direction method |
scientific article; zbMATH DE number 4064313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic approximation counterpart of the feasible direction method |
scientific article; zbMATH DE number 4064313 |
Statements
A stochastic approximation counterpart of the feasible direction method (English)
0 references
1987
0 references
A stochastic approximation counterpart of the feasible direction method of Topkis and Veinott is considered. No convexity condition on a function to be minimized is imposed and a procedure for one-dimensional minimization along each feasible direction chosen is included. Stochastic analogues of other feasible direction methods can similarly be developed.
0 references
almost sure convergence
0 references
feasible direction method of Topkis and Veinott
0 references
0 references
