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Avtomatika i Telemekhanika, 1989, Issue 4, Pages 127–138 (Mi at6259)  
Adaptive Systems

Informational inequalities in gradient stochastic optimization optimal feasible algorithms

A. V. Nazin

Moscow
Full-text PDF (1502 kB)
Abstract: It is required to find the minimum point of a function, unknown in advance, from measurements of its gradient with a random additive noise. Lowerbounds are obtained of the accuracy of solving this problem in the class of «any» algorithms. Algorithms are demonstrated and analyzed for which these bounds are achieved.

Received: 23.10.1987
Bibliographic databases:
Document Type: Article
UDC: 517.977.58
Language: Russian
Citation: A. V. Nazin, “Informational inequalities in gradient stochastic optimization optimal feasible algorithms”, Avtomat. i Telemekh., 1989, no. 4, 127–138; Autom. Remote Control, 50:4 (1989), 531–540
Citation in format AMSBIB
\Bibitem{Naz89}
\by A.~V.~Nazin
\paper Informational inequalities in gradient stochastic optimization optimal feasible algorithms
\jour Avtomat. i Telemekh.
\yr 1989
\issue 4
\pages 127--138
\mathnet{http://mi.mathnet.ru/at6259}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=998844}
\zmath{https://zbmath.org/?q=an:0691.90068}
\transl
\jour Autom. Remote Control
\yr 1989
\vol 50
\issue 4
\pages 531--540
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