Optimal step sizes in semi-stochastic approximation procedures. II

DOI10.1080/02331939008843548zbMath0808.65066OpenAlexW2081081525MaRDI QIDQ4712970

Ernst Plöchinger, Kurt Marti

Publication date: 25 June 1992

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843548

zbMATH Keywords

convergence ratesrecurrence relationsoptimal error boundssemi-stochastic approximationoptimal step sizes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (1)

Stochastic quasigradient methods for optimization of discrete event systems

Cites Work

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• Stochastic approximation methods for constrained and unconstrained systems
• Accelerated Stochastic Approximation
• Estimates of Error for Two Modifications of the Robbins-Monro Stochastic Approximation Process
• Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
• Feasible direction methods for stochastic programming problems

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