Stochastic approximation. I. Optimization methods without constraints

Jacek Koronacki

Mathematica Applicanda (1977)

  • Volume: 5, Issue: 11
  • ISSN: 1730-2668

Abstract

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This is a critical review of recent results in stochastic approximation methods for optimization problems. Part I deals with unconstrained optimization, with special emphasis on the problem of choice of the direction and the length of iteration steps.

How to cite

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Jacek Koronacki. "Stochastic approximation. I. Optimization methods without constraints." Mathematica Applicanda 5.11 (1977): null. <http://eudml.org/doc/293036>.

@article{JacekKoronacki1977,
abstract = {This is a critical review of recent results in stochastic approximation methods for optimization problems. Part I deals with unconstrained optimization, with special emphasis on the problem of choice of the direction and the length of iteration steps.},
author = {Jacek Koronacki},
journal = {Mathematica Applicanda},
keywords = {Stochastic approximation,Sequential methods,Statistics},
language = {eng},
number = {11},
pages = {null},
title = {Stochastic approximation. I. Optimization methods without constraints},
url = {http://eudml.org/doc/293036},
volume = {5},
year = {1977},
}

TY - JOUR
AU - Jacek Koronacki
TI - Stochastic approximation. I. Optimization methods without constraints
JO - Mathematica Applicanda
PY - 1977
VL - 5
IS - 11
SP - null
AB - This is a critical review of recent results in stochastic approximation methods for optimization problems. Part I deals with unconstrained optimization, with special emphasis on the problem of choice of the direction and the length of iteration steps.
LA - eng
KW - Stochastic approximation,Sequential methods,Statistics
UR - http://eudml.org/doc/293036
ER -

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