Stability of stochastic programming methods to stochastic quasigradient computing errors

DOI10.1007/BF01078265zbMath0476.90049OpenAlexW2082164710MaRDI QIDQ3932591

Mikhail Mikhalevich

Publication date: 1980

Published in: Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01078265

zbMATH Keywords

stabilitystochastic linearizationmeasure of stabilityinaccuracy of initial informationprojection of stochastic quasigradientsunadvoidable rounding errors

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Roundoff error (65G50)

Related Items (3)

Method of generalized gradient descent ⋮ Necessary and sufficient conditions for convergence of iteration algorithms of nonlinear programming ⋮ The stochastic quasigradient projection method

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