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

DOI10.1080/02331934.2014.919499zbMath1337.90050arXiv1301.6112OpenAlexW2004085305MaRDI QIDQ2808330

Csaba Noszály, Mátyás Barczy, Csaba Vincze, Ábris Nagy

Publication date: 23 May 2016

Published in: Optimization (Search for Journal in Brave)

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

zbMATH Keywords

global optimizationMarkov processstochastic algorithmconic functionRobbins-Monro algorithm

Mathematics Subject Classification ID

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

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Cites Work

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

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