A stochastic steepest-descent algorithm
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Publication:1093541
DOI10.1007/BF00938315zbMath0628.90067MaRDI QIDQ1093541
Publication date: 1988
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
stochastic approximation; stationary points; noisy observations; adaptive precision scheme; Armijo stepsize; stochastic steepest-descent algorithm
65K05: Numerical mathematical programming methods
90C30: Nonlinear programming
49M37: Numerical methods based on nonlinear programming
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