Optimal step sizes in semi-stochastic approximation procedures. I

DOI10.1080/02331939008843527zbMath0806.65059OpenAlexW4235361768MaRDI QIDQ4712791

Kurt Marti, Ernst Plöchinger

Publication date: 25 June 1992

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843527

zbMATH Keywords

convergencestochastic programmingsemi-stochastic approximationoptimal step sizes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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