A new hybrid stochastic approximation algorithm

DOI10.1007/S11590-012-0443-2MaRDI QIDQ1941202zbMATH OpenOpenAlexFDO

Authors Zi Xu, Xinming Wu

Publication date 12 March 2013

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-012-0443-2

zbMATH Keywords

simulationRobbins-Monro algorithmstochastic approximationstochastic optimization

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

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Cited in

(5)

• Stochastic approximation for expensive one-bit feedback systems
• Simulation-based optimization by new stochastic approximation algorithm
• Adaptive stochastic approximation algorithm
• Hybrid estimation algorithms. II
• A hybrid exact algorithm for the TSPTW

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