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Autor:
Jacek Koronacki
Publikováno v:
International Journal of Control. 21:517-527
In the paper the random-seeking counterparts of the stochastic approximation procedures are treated. Sufficient conditions for the convergence with probability I of the analogues of Kiefer-Wolfowitz'a and Kabian'a algorithms are presented and discuss
Autor:
Jacek Koronacki
Publikováno v:
Mathematica Applicanda. 5
This is a critical review of recent results in stochastic approximation methods for optimization problems. Part II deals with constrained optimization; here, the stochastic variants of the penalty function method, the method of feasible directions an
Autor:
Jacek Koronacki
Publikováno v:
Mathematica Applicanda. 5
This is a critical review of recent results in stochastic approximation methods for optimization problems. Part I deals with unconstrained optimization, with special emphasis on the problem of choice of the direction and the length of iteration steps