A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions
Optimization and Control
2016-07-25 v3 Probability
Abstract
We generalize the notion and some properties of the conic function introduced by Vincze and Nagy (2012). We provide a stochastic algorithm for computing the global minimizer of generalized conic functions, we prove almost sure and L^q-convergence of this algorithm.
Cite
@article{arxiv.1301.6112,
title = {A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions},
author = {Matyas Barczy and Abris Nagy and Csaba Noszaly and Csaba Vincze},
journal= {arXiv preprint arXiv:1301.6112},
year = {2016}
}
Comments
21 pages. Title is changed, Theorem 2.3 is updated