Convergence Analysis of Stochastic Algorithms

DOI10.1287/MOOR.21.3.615zbMath0868.90114OpenAlexW2119374337MaRDI QIDQ4716927

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Publication date: 1 December 1996

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.21.3.615

zbMATH Keywords

stochastic processesnondifferentiable optimizationconvex analysisuniform laws of large numbersgradient descent algorithmsasymptotic convergence to stationary points

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52) Stochastic programming (90C15)

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