Optimal order of accuracy of search algorithms in stochastic optimization

zbMath0712.90073MaRDI QIDQ749450

Alexandre B. Tsybakov, Boris T. Polyak

Publication date: 1990

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

convergence orderrandom search algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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