A stochastic optimization method for the evaluation of minima up to \(\varepsilon\)

DOI10.1016/S0007-4497(02)01140-5zbMath1049.90048MaRDI QIDQ1865021

Jean-Sébastien Le Brizaut

Publication date: 23 March 2003

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

stochastic gradient\(\varepsilon\)-near mining

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Méthodes d'optimisation pour l'approche de problèmes aux limites non linéaires mixtes elliptiques hyperboliques. (Optimization methods for treating mixed elliptic-hyperbolic nonlinear boundary value problems)

Cites Work

• Global optimization by random perturbation of the gradient method with a fixed parameter
• Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $
• \(\varepsilon\)-near methods and applications to boundary value problems
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