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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1983, Volume 23, Number 6, Pages 1314–1325 (Mi zvmmf4470)  
This article is cited in 1 scientific paper (total in 1 paper)

Adaptive step regulation for a stochastic optimization algorithm

F. Mirzoakhmedov, S. P. Uryasev

Kiev
Full-text PDF (1195 kB) Citations (1)
Abstract: The quasigradient algorithm of stochastic optimization is considered. The conditions to be imposed on the step multiplier, for Cesaro convergence of the algorithms with probability $1$, are studied. Adaptive step adjustment is proposed, and the convergence of the corresponding algorithm is proved. A numerical algorithm containing heuristic elements is described. The results of numerical experiments are quoted.
Received: 26.01.1982
Revised: 13.04.1982
English version:
USSR Computational Mathematics and Mathematical Physics, 1983, Volume 23, Issue 6, Pages 20–27
DOI: https://doi.org/10.1016/S0041-5553(83)80071-8
Bibliographic databases:
Document Type: Article
UDC: 519.856
MSC: Primary 90C25; Secondary 90C55, 65K05
Language: Russian
Citation: F. Mirzoakhmedov, S. P. Uryasev, “Adaptive step regulation for a stochastic optimization algorithm”, Zh. Vychisl. Mat. Mat. Fiz., 23:6 (1983), 1314–1325; U.S.S.R. Comput. Math. Math. Phys., 23:6 (1983), 20–27
Citation in format AMSBIB
\Bibitem{MirUry83}
\by F.~Mirzoakhmedov, S.~P.~Uryasev
\paper Adaptive step regulation for a stochastic optimization algorithm
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1983
\vol 23
\issue 6
\pages 1314--1325
\mathnet{http://mi.mathnet.ru/zvmmf4470}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=731237}
\zmath{https://zbmath.org/?q=an:0556.90066}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1983
\vol 23
\issue 6
\pages 20--27
\crossref{https://doi.org/10.1016/S0041-5553(83)80071-8}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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