Stochastic Analysis of Convergence via Dynamic Representation for a Class of Line-search Algorithms

DOI10.1017/S096354839600288XzbMath0884.60032MaRDI QIDQ4348791

Henry P. Wynn, Anatoly A. Zhigljavsky, Luc Pronzato

Publication date: 1 April 1998

Published in: Combinatorics, Probability and Computing (Search for Journal in Brave)

zbMATH Keywords

Lyapunov exponentconvergence criterionMarkov partition propertyconvergent search algorithmsKolmogorov and Rényi entropies

Mathematics Subject Classification ID

Mathematical economics (91B99) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Limit theorems in probability theory (60F99)

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