A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems (Q1093531)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems
scientific article

    Statements

    A method of stochastic subgradients with complete feedback stepsize rule for convex stochastic approximation problems (English)
    0 references
    0 references
    1988
    0 references
    A stochastic subgradient algorithm for solving convex stochastic approximation problems is considered. In the algorithm, the stepsize coefficients are controlled online on the basis of information gathered in the course of computations according to a new, complete feedback rule derived from the concept of regularized improvement function. Convergence with probability 1 of the method is established.
    0 references
    stochastic subgradient algorithm
    0 references
    convex stochastic approximation
    0 references
    feedback rule
    0 references

    Identifiers