Criterion algorithms of stochastic optimization (Q759650)
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scientific article; zbMATH DE number 3882204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Criterion algorithms of stochastic optimization |
scientific article; zbMATH DE number 3882204 |
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Criterion algorithms of stochastic optimization (English)
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1984
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Criterion optimization problems are considered in which it is important to estimate the optimum value of the performance criterion, whereas the coordinates of the extremum point are not of interest. Algorithms are proposed for solving criterion problems in the presence of random errors of measurement of the gradient; they are optimal in the sense of the criterion rate of convergence.
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stochastic optimization
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unconstrained minimization
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Criterion optimization problems
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random errors of measurement of the gradient
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rate of convergence
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