Adaptive stochastic approximation algorithm
From MaRDI portal
Publication:1689446
DOI10.1007/s11075-017-0290-4zbMath1381.65045OpenAlexW2590581648MaRDI QIDQ1689446
Milena Kresoja, Irena Stojkovska, Zorana Lužanin
Publication date: 12 January 2018
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-017-0290-4
algorithmunconstrained optimizationstochastic optimizationstochastic approximationnumerical experimentgradient methoddescent directionnoisy functionadaptive step size
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Stochastic Quasi-Newton Method for Large-Scale Optimization
- On stochastic gradient and subgradient methods with adaptive steplength sequences
- Sample size selection in optimization methods for machine learning
- A combined direction stochastic approximation algorithm
- Stochastic approximation and its applications
- New stochastic approximation algorithms with adaptive step sizes
- A new hybrid stochastic approximation algorithm
- A gradient method for unconstrained optimization in noisy environment
- Adaptive stochastic approximation by the simultaneous perturbation method
- On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning
- The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
- Accelerated Stochastic Approximation
- Descent direction method with line search for unconstrained optimization in noisy environment
- Testing Unconstrained Optimization Software
- Accelerated Stochastic Approximation
- Introduction to Stochastic Search and Optimization
- Gradient Convergence in Gradient methods with Errors
- Approximate Dynamic Programming
- Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
- A Stochastic Approximation Method
This page was built for publication: Adaptive stochastic approximation algorithm
