Optimum parameters and nonasymptotic bounds on the rate of convergence of stochastic algorithms in criterial optimization problems

zbMath0572.90086MaRDI QIDQ1062630

S. V. Shil'man, Ya. I. Al'ber

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic algorithmsoptimum parametersNonasymptotic boundsrandom-search algorithmrate of convergence in the mean

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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