Stochastic iteration for a constrained optimization problem

DOI10.1080/07474948408836045zbMath0594.62097OpenAlexW2034373500MaRDI QIDQ3725394

Harro Walk

Publication date: 1983

Published in: Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948408836045

zbMATH Keywords

functional central limit theoremprimal-dual methodTauberian theoremalmost sure convergenceconstrained optimization problemconvex constrained minimizationconvex regression functionsrandom Kuhn-Tucker vectorrandom optimal solution

Mathematics Subject Classification ID

Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

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