Stochastic quasigradient methods
Authors: Ermoliev Y
Publication Year: 2009
Reference: In Encyclopedia of Optimization, C.A. Floudas, P.M. Pardalos (eds)
Springer-Verlag, New York, USA pp. 3801-3807
[ISBN 978-0-387-74758-3]
Abstract
KEYWORDS: Stochastic quasigradient (SQG) methods; Stochastic quasigradients (SQG); Nonstationary optimization; Generalized differentiable (GD) function; Stochastic approximation; Global optimization
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