Optimal step sizes in semi-stochastic approximation procedures. II
DOI10.1080/02331939008843548zbMATH Open0808.65066OpenAlexW2081081525MaRDI QIDQ4712970FDOQ4712970
Authors: Kurt Marti, Ernst Plöchinger 
Publication date: 25 June 1992
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939008843548
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convergence ratesrecurrence relationsoptimal error boundssemi-stochastic approximationoptimal step sizes
Numerical mathematical programming methods (65K05) Stochastic approximation (62L20) Stochastic programming (90C15)
Cites Work
- Stochastic approximation methods for constrained and unconstrained systems
- Accelerated Stochastic Approximation
- Title not available (Why is that?)
- Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
- Feasible direction methods for stochastic programming problems
- Estimates of Error for Two Modifications of the Robbins-Monro Stochastic Approximation Process
Cited In (6)
- Title not available (Why is that?)
- Stochastic quasigradient methods for optimization of discrete event systems
- On a Finite Deformation of a Cone
- Optimal step sizes in semi-stochastic approximation procedures. I
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- Analysis of practical step size selection in stochastic approximation algorithms
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