A combined direction stochastic approximation algorithm
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Publication:845559
DOI10.1007/S11590-009-0139-4zbMATH Open1181.62120OpenAlexW2089104597MaRDI QIDQ845559FDOQ845559
Authors: Zi Xu 
Publication date: 29 January 2010
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-009-0139-4
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Robbins-Monro algorithmstochastic approximationalmost sureasymptotic rate of convergencecombined direction
Cites Work
- Testing Unconstrained Optimization Software
- Stochastic approximation methods for constrained and unconstrained systems
- A Stochastic Approximation Method
- Introduction to Stochastic Search and Optimization
- Title not available (Why is that?)
- Gradient Convergence in Gradient methods with Errors
- Adaptive stochastic approximation by the simultaneous perturbation method
- On Asymptotic Normality in Stochastic Approximation
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Stochastic Estimation of the Maximum of a Regression Function
- Multidimensional Stochastic Approximation Methods
- Title not available (Why is that?)
- A stochastic approximation frame algorithm with adaptive directions
- Accelerated Stochastic Approximation
- Accelerated Stochastic Approximation
Cited In (10)
- New stochastic approximation algorithms with adaptive step sizes
- A scaled stochastic approximation algorithm for antenna arrays adaptive filtering problems
- Combining search directions using gradient flows
- Descent direction method with line search for unconstrained optimization in noisy environment
- A new hybrid stochastic approximation algorithm
- Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm
- Simulation-based optimization by new stochastic approximation algorithm
- Adaptive stochastic approximation algorithm
- A stochastic approximation frame algorithm with adaptive directions
- New combinatorial direction stochastic approximation algorithms
Uses Software
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