A gradient method for unconstrained optimization in noisy environment
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Publication:2637090
DOI10.1016/j.apnum.2013.02.006zbMath1283.65059OpenAlexW2060820585MaRDI QIDQ2637090
Irena Stojkovska, Zorana Lužanin, Nataša Krejić
Publication date: 19 February 2014
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2013.02.006
stochastic optimizationnumerical resultsstochastic approximationgradient methodalmost sure convergencenoisy functionline search method
Related Items (4)
A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models ⋮ Descent direction method with line search for unconstrained optimization in noisy environment ⋮ Adaptive stochastic approximation algorithm ⋮ A nonmonotone line search method for noisy minimization
Uses Software
Cites Work
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