Stochastic algorithms with Armijo stepsizes for minimization of functions
type: Item
instance of: scholarly article
title: Stochastic algorithms with Armijo stepsizes for minimization of functions
zbMATH Open document ID: 0687.90086
DOI: 10.1007/BF00939456
author: K. Appert
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: See the preview in Zbl 0666.90073.
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 4127028
zbMATH Keywords: stochastic algorithms
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: feasible descent
zbMATH Keywords: direction
zbMATH Keywords: Armijo stepsize
zbMATH Keywords: optimality function
zbMATH Keywords: unconstrained
zbMATH Keywords: problems
zbMATH Keywords: inequality constraints
MaRDI profile type: Publication
Wikidata QID: Q105583435
cites work: Minimization of functions having Lipschitz continuous first partial derivatives
cites work: Q5672476
cites work: Q5591247
cites work: A stochastic algorithm using one sample point per iteration and diminishing step-sizes
cites work: A stochastic steepest-descent algorithm
cites work: Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points
cites work: Stochastic approximation algorithms for constrained optimization problems
cites work: Stochastic Estimation of the Maximum of a Regression Function
full work available at URL: https://doi.org/10.1007/bf00939456
OpenAlex ID: W2032733195
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description: scientific article; zbMATH DE number 4127028