Please use this identifier to cite or link to this item:
https://open.uns.ac.rs/handle/123456789/17966
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kresoja Milena | - |
dc.contributor.author | Luzanin Zorana | - |
dc.contributor.author | Stojkovska I. | - |
dc.date.accessioned | 2020-12-13T12:16:58Z | - |
dc.date.available | 2020-12-13T12:16:58Z | - |
dc.date.issued | 2017 | - |
dc.identifier.issn | 1017-1398 | - |
dc.identifier.uri | https://open.uns.ac.rs/handle/123456789/17966 | - |
dc.description.abstract | © 2017, Springer Science+Business Media New York. In this paper, stochastic approximation (SA) algorithm with a new adaptive step size scheme is proposed. New adaptive step size scheme uses a fixed number of previous noisy function values to adjust steps at every iteration. The algorithm is formulated for a general descent direction and almost sure convergence is established. The case when negative gradient is chosen as a search direction is also considered. The algorithm is tested on a set of standard test problems. Numerical results show good performance and verify efficiency of the algorithm compared to some of existing algorithms with adaptive step sizes. | - |
dc.language.iso | en | - |
dc.relation.ispartof | Numerical Algorithms | - |
dc.source | CRIS UNS | - |
dc.source.uri | http://cris.uns.ac.rs | - |
dc.title | Adaptive stochastic approximation algorithm | - |
dc.type | Journal/Magazine Article | - |
dc.identifier.doi | 10.1007/s11075-017-0290-4 | - |
dc.identifier.scopus | 2-s2.0-85014006842 | - |
dc.identifier.url | https://www.cris.uns.ac.rs/record.jsf?recordId=105437&source=BEOPEN&language=en | - |
dc.identifier.url | https://api.elsevier.com/content/abstract/scopus_id/85014006842 | - |
dc.relation.lastpage | 937 | - |
dc.relation.firstpage | 917 | - |
dc.relation.issue | 4 | - |
dc.relation.volume | 76 | - |
dc.identifier.externalcrisreference | (BISIS)105437 | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
crisitem.author.dept | Prirodno-matematički fakultet, Departman za matematiku i informatiku | - |
crisitem.author.dept | Prirodno-matematički fakultet, Departman za matematiku i informatiku | - |
crisitem.author.orcid | 0000-0002-7215-2252 | - |
crisitem.author.parentorg | Prirodno-matematički fakultet | - |
crisitem.author.parentorg | Prirodno-matematički fakultet | - |
Appears in Collections: | PMF Publikacije/Publications |
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