| Conţinutul numărului revistei |
| Articolul precedent |
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 SM ISO690:2012BALAN, Pavel. Algoritm cu modificarea aleatorie a componentelor gradientului pentru un model convex de optimizare
. In: Studia Universitatis Moldaviae (Seria Ştiinţe Exacte şi Economice), 2008, nr. 8(18), pp. 68-74. ISSN 1857-2073. |
| EXPORT metadate: Google Scholar Crossref CERIF DataCite Dublin Core |
| Studia Universitatis Moldaviae (Seria Ştiinţe Exacte şi Economice) | ||||||
| Numărul 8(18) / 2008 / ISSN 1857-2073 /ISSNe 2345-1033 | ||||||
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| Pag. 68-74 | ||||||
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A stochastic algorithm is proposed and analyzed, that is a probabilistic generalization of gradient method, for solving convex models. A random change of „old” partial derivatives with „new” ones is performed from one iteration
to another. Convergence aspects of this scheme are analyzed for the case when the step is adjusted programmatically. Certain conditions are indicated, that, being respected, ensure the convergence of this scheme to the optimal solution
with probability 1. |
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