A combined direction stochastic approximation algorithm

DOI10.1007/S11590-009-0139-4MaRDI QIDQ845559zbMATH OpenOpenAlexFDO

Authors Zi Xu

Publication date 29 January 2010

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-009-0139-4

zbMATH Keywords

Robbins-Monro algorithmstochastic approximationalmost sureasymptotic rate of convergencecombined direction

Mathematics Subject Classification ID

Stochastic approximation (62L20) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3459735 (Why is no real title available?)
• scientific article; zbMATH DE number 1928800 (Why is no real title available?)
• A Stochastic Approximation Method
• A stochastic approximation frame algorithm with adaptive directions
• Accelerated Stochastic Approximation
• Accelerated Stochastic Approximation
• Adaptive stochastic approximation by the simultaneous perturbation method
• Gradient Convergence in Gradient methods with Errors
• Introduction to Stochastic Search and Optimization
• Multidimensional Stochastic Approximation Methods
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• On Asymptotic Normality in Stochastic Approximation
• Stochastic Estimation of the Maximum of a Regression Function
• Stochastic approximation methods for constrained and unconstrained systems
• Testing Unconstrained Optimization Software

Cited in

(10)

• Combining search directions using gradient flows
• New combinatorial direction stochastic approximation algorithms
• Descent direction method with line search for unconstrained optimization in noisy environment
• Simulation-based optimization by new stochastic approximation algorithm
• Adaptive stochastic approximation algorithm
• A new hybrid stochastic approximation algorithm
• A stochastic approximation frame algorithm with adaptive directions
• Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm
• New stochastic approximation algorithms with adaptive step sizes
• A scaled stochastic approximation algorithm for antenna arrays adaptive filtering problems

Describes a project that uses

Uses Software

• minpack

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