Optimal step sizes in semi-stochastic approximation procedures. II

DOI10.1080/02331939008843548MaRDI QIDQ4712970zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergence ratesrecurrence relationsoptimal error boundssemi-stochastic approximationoptimal step sizes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic approximation (62L20) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4118164 (Why is no real title available?)
• Accelerated Stochastic Approximation
• Estimates of Error for Two Modifications of the Robbins-Monro Stochastic Approximation Process
• Feasible direction methods for stochastic programming problems
• Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(6)

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• Stochastic quasigradient methods for optimization of discrete event systems
• On a Finite Deformation of a Cone
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• scientific article; zbMATH DE number 3934902 (Why is no real title available?)
• Analysis of practical step size selection in stochastic approximation algorithms

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