Mоlimо vаs kоristitе оvај idеntifikаtоr zа citirаnjе ili оvај link dо оvе stаvkе:
https://open.uns.ac.rs/handle/123456789/18357
Nаziv: | A gradient method for unconstrained optimization in noisy environment | Аutоri: | Krejić Nataša Luzanin Zorana Stojkovska I. |
Dаtum izdаvаnjа: | 2013 | Čаsоpis: | Applied Numerical Mathematics | Sažetak: | A gradient method for solving unconstrained minimization problems in noisy environment is proposed and analyzed. The method combines line-search technique with Stochastic Approximation (SA) method. A line-search along the negative gradient direction is applied while the iterates are far away from the solution and upon reaching some neighborhood of the solution the method switches to SA rule. The main issue is to determine the switching point and that is resolved both theoretically and practically. The main result is the almost sure convergence of the proposed method due to a finite number of line-search steps followed by infinitely many SA consecutive steps. The numerical results obtained on a set of standard test problems confirm theoretical expectations and demonstrate the efficiency of the method. © 2013 IMACS. | URI: | https://open.uns.ac.rs/handle/123456789/18357 | ISSN: | 0168-9274 | DOI: | 10.1016/j.apnum.2013.02.006 |
Nаlаzi sе u kоlеkciјаmа: | PMF Publikacije/Publications |
Prikаzаti cеlоkupаn zаpis stаvki
Prеglеd/i stаnicа
25
Prоtеklа nеdеljа
1
1
Prоtеkli mеsеc
0
0
prоvеrеnо 10.05.2024.
Google ScholarTM
Prоvеritе
Аlt mеtrikа
Stаvkе nа DSpace-u su zаštićеnе аutоrskim prаvimа, sа svim prаvimа zаdržаnim, оsim аkо nije drugačije naznačeno.