A Robbins–Monro-type algorithm for computing global minimizer of generalized conic functions
type: Item
instance of: scholarly article
title: A Robbins–Monro-type algorithm for computing global minimizer of generalized conic functions
zbMATH Open document ID: 1337.90050
DOI: 10.1080/02331934.2014.919499
author: Mátyás Barczy
author: Csaba Noszály
author: Ábris Nagy
author: Csaba Vincze
published in: Optimization
publication date: 2016-05-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1301.6112
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 60D05
zbMATH DE Number: 6583802
zbMATH Keywords: global optimization
zbMATH Keywords: Markov process
zbMATH Keywords: conic function
zbMATH Keywords: stochastic algorithm
zbMATH Keywords: Robbins-Monro algorithm
MaRDI profile type: Publication
OpenAlex ID: W2004085305
arXiv ID: 1301.6112
cites work: On the theory of generalized conics with applications in geometric tomography
cites work: Conic functions on metric spaces and their application
cites work: A Stochastic Approximation Method
cites work: Stochastic algorithms for computing means of probability measures
cites work: The Hausdorff metric and convergence in measure
description: scientific article; zbMATH DE number 6583802