A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions

DOI10.1080/02331934.2014.919499zbMATH Open1337.90050arXiv1301.6112OpenAlexW2004085305MaRDI QIDQ2808330FDOQ2808330

Authors: Mátyás Barczy, Csaba Noszály, Ábris Nagy, Csaba Vincze 

Publication date: 23 May 2016

Published in: Optimization (Search for Journal in Brave)

Abstract: We generalize the notion and some properties of the conic function introduced by Vincze and Nagy (2012). We provide a stochastic algorithm for computing the global minimizer of generalized conic functions, we prove almost sure and L^q-convergence of this algorithm.

Full work available at URL: https://arxiv.org/abs/1301.6112

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zbMATH Keywords

global optimizationRobbins-Monro algorithmMarkov processstochastic algorithmconic function

Mathematics Subject Classification ID

Convex programming (90C25) Geometric probability and stochastic geometry (60D05)

Cites Work

• Stochastic algorithms for computing means of probability measures
• A Stochastic Approximation Method
• The Hausdorff metric and convergence in measure
• On the theory of generalized conics with applications in geometric tomography
• Conic functions on metric spaces and their application

Cited In (3)

• On Taxicab Distance Mean Functions and their Geometric Applications: Methods, Implementations and Examples
• On a special type of generalized Berwald manifolds: semi-symmetric linear connections preserving the Finslerian length of tangent vectors
• On the average taxicab distance function and its applications

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