Stopping rules for optimization algorithms based on stochastic approximation

DOI10.1007/S10957-015-0808-7zbMath1341.62260OpenAlexW2174959249MaRDI QIDQ289128

Yasumasa Fujisaki, Takayuki Wada

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-015-0808-7

zbMATH Keywords

stochastic optimizationstochastic approximationstopping rule

Mathematics Subject Classification ID

Stochastic approximation (62L20) Optimal stopping in statistics (62L15) Mathematical programming (90C99)

Related Items (1)

On stochastic extremum seeking via adaptive perturbation-demodulation loop

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