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

DOI10.1080/02331934.2014.919499MaRDI QIDQ2808330zbMATH OpenOpenAlexFDO

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

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 optimizationRobbins-Monro algorithmMarkov processstochastic algorithmconic function

Mathematics Subject Classification ID

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

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.

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Cites work

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

Cited in

(3)

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