Criterion algorithms of stochastic optimization

MaRDI QIDQ759650zbMATH OpenFDO

Authors Boris T. Polyak, Yakov Z. Tsypkin

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

rate of convergencestochastic optimizationunconstrained minimizationCriterion optimization problemsrandom errors of measurement of the gradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15)

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