248 search results - page 3 / 50 » Rate of Convergence for Constrained Stochastic Approximation... |
SIAMCO
2000
13 years 6 months ago
2000
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
GECCO
2007
Springer
14 years 15 days ago
2007
Springer
Recently, a convergence proof of stochastic search algorithms toward finite size Pareto set approximations of continuous multi-objective optimization problems has been given. The...
ICASSP
2010
IEEE
13 years 6 months ago
2010
IEEE
Efficient design of wireless networks requires implementation of cross-layer algorithms that exploit channel state information. Capitalizing on convex optimization and stochastic...
WSC
2001
13 years 7 months ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
SIAMJO
2008
13 years 6 months ago
2008
A new active set algorithm for minimizing quadratic functions with separable convex constraints is proposed by combining the conjugate gradient method with the projected gradient. ...