Stochastic Quasi-Gradient Algorithms with Adaptively Controlled Parameters

2827 20 2881 3 5708 document 2881 WP-86-032.pdf application/pdf 1552b3db8c1fe8adfa3c09cc311dfa5c MD5 792902 2016-01-15 01:57:02 https://pure.iiasa.ac.at/id/eprint/2827/1/WP-86-032.pdf 2827 1 1 text en public

WP-86-032.pdf

22 94851ebfb14354491c8518654fffad9ba1392112 19267 1 30997 document 19267 indexcodes.txt text/x-c++ 170d578923769cac458388356f7c636a MD5 6904 2016-01-15 13:56:29 https://pure.iiasa.ac.at/id/eprint/2827/2/indexcodes.txt 2827 2 2 text/x-c++ other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/2881 19268 2 30998 document 19268 lightbox.jpg image/png ffcca2bb59d7775fbe1198620a756ae8 MD5 11150 2016-01-15 13:56:32 https://pure.iiasa.ac.at/id/eprint/2827/3/lightbox.jpg 2827 3 3 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

lightbox.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/islightboxThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2881 19269 2 30999 document 19269 preview.jpg image/png c2767fea8f8b6de602d4134dc96c242c MD5 6425 2016-01-15 13:56:33 https://pure.iiasa.ac.at/id/eprint/2827/4/preview.jpg 2827 4 4 image/png other Thumbnails conversion from text to thumbnail_preview en public

preview.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/ispreviewThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2881 19270 2 31000 document 19270 medium.jpg image/png 8a3785a55bf9eadd610be0858757bf2d MD5 1973 2016-01-15 13:56:34 https://pure.iiasa.ac.at/id/eprint/2827/5/medium.jpg 2827 5 5 image/png other Thumbnails conversion from text to thumbnail_medium en public

medium.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2881 19271 2 31001 document 19271 small.jpg image/png 16fdfbc5b99e5e7cc2f4ad687fee41b7 MD5 964 2016-01-15 13:56:35 https://pure.iiasa.ac.at/id/eprint/2827/6/small.jpg 2827 6 6 image/png other Thumbnails conversion from text to thumbnail_small en public

small.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/2881 82180 2 230602 document 82180 WP-86-032.pdf application/pdf 0cdf0f41d6ab14681e12d08c0c93b1ac MD5 1489956 2018-03-14 08:32:01 https://pure.iiasa.ac.at/id/eprint/2827/7/WP-86-032.pdf 2827 7 7 application/pdf other Coversheet version en public

WP-86-032.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2881 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2881 archive 351 disk0/00/00/28/27 2016-01-15 01:57:02 2021-08-27 17:12:42 2016-01-15 01:57:02 monograph show 2 Uryasev S.P. AL1646 Stochastic Quasi-Gradient Algorithms with Adaptively Controlled Parameters pub iis_met prog_ado The paper deals with choosing stepsize and other parameters in stochastic quasi-gradient methods for solving convex problems of stochastic optimization. The principal idea of methods consists in using random estimates of gradients of the objective function to search for the point of extremum. To control algorithm parameters the iterative adaptive procedures are suggested which are quasi-gradient algorithms with respect to parameters. The convergence is proved and the estimates of the rate of convergence of such algorithms are given. The results of computations for several stochastic optimization problems are considered. The paper is part of the research on numerical techniques for stochastic optimization conducted in the Adaptation and Optimization project of the System and Decision Sciences program. 1986-07 published WP-86-032 WP-86-032 10 2676 public working_paper IIASA, Laxenburg, Austria 32 FALSE info:eu-repo/semantics/book