Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems

DOI10.1080/02331938608843124MaRDI QIDQ3734167zbMATH OpenOpenAlexFDO

Authors Kurt Marti, Erich Fuchs

Publication date 1986

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938608843124

zbMATH Keywords

approximationrate of convergencesemi-stochastic method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cites work

• Accelerated Stochastic Approximation
• Analysis of recursive stochastic algorithms
• Asymptotic Distribution of Stochastic Approximation Procedures
• scientific article; zbMATH DE number 3497598 (Why is no real title available?)
• Stochastic approximation methods for constrained and unconstrained systems
• stochastic quasigradient methods and their application to system optimization^†

Cited in

(17)

• Rate of convergence of stochastic iteration procedures in ill-posed problems
• A method of solving constrained stochastic optimization problems
• Stochastic approximation algorithm for minimax problems
• scientific article; zbMATH DE number 3876930 (Why is no real title available?)
• Convergence properties of stochastic optimization procedures
• scientific article; zbMATH DE number 4035572 (Why is no real title available?)
• Convergence of empirical estimates in stochastic optimization problems
• scientific article; zbMATH DE number 599208 (Why is no real title available?)
• Semi-srochastic approximation by the response surface methodology (RMS)
• scientific article; zbMATH DE number 1045614 (Why is no real title available?)
• Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
• Optimal step sizes in semi-stochastic approximation procedures. I
• Optimal step sizes in semi-stochastic approximation procedures. II
• Open problem: Iterative schemes for stochastic optimization: convergence statements and limit theorems
• On the convergence rate of the Markov homogeneous monotone optimization method
• Convergence rates of the stochastic alternating algorithm for bi-objective optimization
• Semi-convergence and relaxation parameters for a class of SIRT algorithms

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