On convergence of quasi-gradient stochastic methods of optimization

MaRDI QIDQ5324765zbMATH OpenFDO

Authors Yu. P. Matusov

Publication date 8 August 2009

zbMATH Keywords

optimizationconvergencequasi-gradient stochastic method

Mathematics Subject Classification ID

Stochastic programming (90C15) Numerical methods in optimal control (49M99)

Recommendations

• scientific article; zbMATH DE number 3891112
• scientific article; zbMATH DE number 4185529
• A stochastic quasigradient algorithm with variable metric
• scientific article; zbMATH DE number 4091201
• scientific article; zbMATH DE number 3887444

Cited in

(23)

• Regularized quasi-monotone method for stochastic optimization
• scientific article; zbMATH DE number 3901529 (Why is no real title available?)
• scientific article; zbMATH DE number 1724442 (Why is no real title available?)
• scientific article; zbMATH DE number 4185529 (Why is no real title available?)
• Remarks on convergence in probability.
• Stochastic quasigradient method for optimizing the parameters of dynamic systems
• scientific article; zbMATH DE number 4091201 (Why is no real title available?)
• scientific article; zbMATH DE number 4087432 (Why is no real title available?)
• Quasi-Fejérian analysis of some optimization algorithms
• Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
• scientific article; zbMATH DE number 3898617 (Why is no real title available?)
• Criterion algorithms of stochastic optimization
• Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
• Stochastic quasigradient algorithm to minimize the function of integral quantile
• On the convergence of the Baba and Dorea random optimization methods
• scientific article; zbMATH DE number 3921652 (Why is no real title available?)
• On convergence of a stochastic quasigradient algorithm of quantile optimization
• New Convergence Aspects of Stochastic Gradient Algorithms
• scientific article; zbMATH DE number 3871036 (Why is no real title available?)
• scientific article; zbMATH DE number 3891112 (Why is no real title available?)
• A stochastic quasigradient algorithm with variable metric
• scientific article; zbMATH DE number 4118164 (Why is no real title available?)
• Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization

This page was built for publication: On convergence of quasi-gradient stochastic methods of optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5324765)