Geodesic
Stochastic approximation. I. Optimization methods without constraints
Mathematica Applicanda, Tome 5 (1977) no. 11, pp. 21-36.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

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.
DOI : 10.14708/ma.v5i11.1261
Classification : 62L20(90C99)
Mots-clés : Stochastic approximation,Sequential methods,Statistics 
@article{10_14708_ma_v5i11_1261,
     author = {Jacek Koronacki},
     title = {Stochastic approximation. {I.} {Optimization} methods without constraints},
     journal = {Mathematica Applicanda},
     pages = { 21--36},
     publisher = {mathdoc},
     volume = {5},
     number = {11},
     year = {1977},
     doi = {10.14708/ma.v5i11.1261},
     language = {pl},
     url = {http://geodesic.mathdoc.fr/articles/10.14708/ma.v5i11.1261/}
}
TY  - JOUR
AU  - Jacek Koronacki
TI  - Stochastic approximation. I. Optimization methods without constraints
JO  - Mathematica Applicanda
PY  - 1977
SP  -  21
EP  - 36
VL  - 5
IS  - 11
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14708/ma.v5i11.1261/
DO  - 10.14708/ma.v5i11.1261
LA  - pl
ID  - 10_14708_ma_v5i11_1261
ER  - 
%0 Journal Article
%A Jacek Koronacki
%T Stochastic approximation. I. Optimization methods without constraints
%J Mathematica Applicanda
%D 1977
%P  21-36
%V 5
%N 11
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14708/ma.v5i11.1261/
%R 10.14708/ma.v5i11.1261
%G pl
%F 10_14708_ma_v5i11_1261
Jacek Koronacki. Stochastic approximation. I. Optimization methods without constraints. Mathematica Applicanda, Tome 5 (1977) no. 11, pp.  21-36. doi : 10.14708/ma.v5i11.1261. http://geodesic.mathdoc.fr/articles/10.14708/ma.v5i11.1261/

Cité par Sources :