A stochastic approximation counterpart of the feasible direction method

Autor:	Jacek Koronacki
Rok vydání:	1987
Předmět:	Statistics and Probability Mathematical optimization Convergence of random variables Minification Function (mathematics) Statistics Probability and Uncertainty Stochastic approximation Convexity Mathematics
Zdroj:	Statistics & Probability Letters. 5:415-419
ISSN:	0167-7152
Popis:	A stochastic approximation counterpart of the feasible direction method of Topkis and Veinott is considered. No convexity condition on a function to be minimized is imposed and a procedure for one-dimensional minimization along each feasible direction chosen is included. Stochastic analogues of other feasible direction methods can similarly be developed.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c422f7fca25467e311224ebc6a3b9466 https://doi.org/10.1016/0167-7152(87)90092-7 Zobrazit plný text záznamu