Criterion algorithms of stochastic optimization

zbMath0553.90075MaRDI QIDQ759650

Yakov Z. Tsypkin, Boris T. Polyak

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

rate of convergencestochastic optimizationunconstrained minimizationCriterion optimization problemsrandom errors of measurement of the gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37)

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