Convergence Analysis of Gradient Descent Stochastic Algorithms

Journal of Optimization Theory and Applications

Volumn 91, Issue 2, 1996, Pages 439-454

  Shapiro, A ^a   Wardi, Y ^b  

^a Georgia Institute of Technology   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Discrete event dynamic systems; Gradient descent; Infinitesimal perturbation analysis; Subdifferentials; Uniform laws of large numbers

Indexed keywords

STOCHASTIC SYSTEMS;

CONVERGENCE ANALYSIS; DISCRETE EVENT DYNAMIC SYSTEMS; DISCRETE EVENTS SYSTEMS; EXPECTED VALUES; GRADIENT-DESCENT; INFINITESIMAL PERTURBATION ANALYSIS; LAW OF LARGE NUMBERS; PERFORMANCE FUNCTIONS; SUBDIFFERENTIALS; UNIFORM LAW OF LARGE NUMBER;

DISCRETE EVENT SIMULATION;

EID: 0030521134     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02190104     Document Type: Article

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