New combinatorial direction stochastic approximation algorithms

DOI10.1080/10556788.2011.645542zbMath1278.90285OpenAlexW2032459804MaRDI QIDQ2867404

Zi Xu

Publication date: 19 December 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.645542

zbMATH Keywords

stochastic approximationconjugate gradientRobbins-Monro algorithmcombinatorial direction

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (1)

SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM

Uses Software

• minpack

Cites Work

• A combined direction stochastic approximation algorithm
• Optimization via simulation: A review
• Adaptive stochastic approximation by the simultaneous perturbation method
• Accelerated Stochastic Approximation
• Testing Unconstrained Optimization Software
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Accelerated Stochastic Approximation
• Introduction to Stochastic Search and Optimization
• Gradient Convergence in Gradient methods with Errors
• On Asymptotic Normality in Stochastic Approximation
• Stochastic Estimation of the Maximum of a Regression Function
• A Stochastic Approximation Method
• Multidimensional Stochastic Approximation Methods

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