Geodesic
Behaviour in the limit of iterations of the stochastic two-step method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 1, pp. 13-20

Voir la notice de l'article provenant de la source Math-Net.Ru

An algorithm which can be regarded as a stochastic analogue of the conjugate gradients method or of the heavy-sphere method is studied. The asymptotic properties of the method, and of the stochastic analogue of the gradient method, are compared. It is shown that, in certain cases, the former method is no worse than the latter method, in the sense of the systematic asymptotic displacement from the minimum point. 
@article{ZVMMF_1983_23_1_a1,
     author = {Yu. M. Kaniovskii},
     title = {Behaviour in the limit of iterations of the stochastic two-step method},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {13--20},
     publisher = {mathdoc},
     volume = {23},
     number = {1},
     year = {1983},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_1_a1/}
}
TY  - JOUR
AU  - Yu. M. Kaniovskii
TI  - Behaviour in the limit of iterations of the stochastic two-step method
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1983
SP  - 13
EP  - 20
VL  - 23
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_1_a1/
LA  - ru
ID  - ZVMMF_1983_23_1_a1
ER  - 
%0 Journal Article
%A Yu. M. Kaniovskii
%T Behaviour in the limit of iterations of the stochastic two-step method
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1983
%P 13-20
%V 23
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_1_a1/
%G ru
%F ZVMMF_1983_23_1_a1
Yu. M. Kaniovskii. Behaviour in the limit of iterations of the stochastic two-step method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 1, pp. 13-20. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_1_a1/