Stochastic approximation method with gradient averaging for unconstrained problems

DOI10.1109/TAC.1983.1103184zbMath0533.62076MaRDI QIDQ3316422

Ruszczyński, Andrzej, Wojciech Syski

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationconvergence theoremsstochastic gradient methodtwo-step multidimensional stochastic approximation procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20) Methods of reduced gradient type (90C52)

Related Items (13)

Infinitesimal perturbation analysis for second derivative estimation and design of manufacturing flow controllers ⋮ On convergence of the stochastic subgradient method with on-line stepsize rules ⋮ A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems ⋮ Unnamed Item ⋮ On stochastic gradient and subgradient methods with adaptive steplength sequences ⋮ Ergodic convergence in subgradient optimization ⋮ Stochastic approximation algorithms: overview and recent trends. ⋮ Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces ⋮ A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization ⋮ A merit function approach to the subgradient method with averaging ⋮ Optimization via simulation: A review ⋮ A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization ⋮ A Kalman-tracking filter approach to nonlinear programming

This page was built for publication: Stochastic approximation method with gradient averaging for unconstrained problems