A combined direction stochastic approximation algorithm
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Publication:845559
DOI10.1007/s11590-009-0139-4zbMath1181.62120OpenAlexW2089104597MaRDI QIDQ845559
Publication date: 29 January 2010
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-009-0139-4
stochastic approximationalmost sureRobbins-Monro algorithmasymptotic rate of convergencecombined direction
Related Items (6)
Descent direction method with line search for unconstrained optimization in noisy environment ⋮ SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM ⋮ New stochastic approximation algorithms with adaptive step sizes ⋮ Adaptive stochastic approximation algorithm ⋮ A new hybrid stochastic approximation algorithm ⋮ New combinatorial direction stochastic approximation algorithms
Uses Software
Cites Work
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