A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions

Abris Nagy; Csaba Noszaly; Csaba Vincze; Matyas Barczy

arxiv: 1301.6112 · v3 · pith:Y5ORPBTLnew · submitted 2013-01-25 · 🧮 math.OC · math.PR

A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions

Matyas Barczy , Abris Nagy , Csaba Noszaly , Csaba Vincze This is my paper

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keywords algorithmconiccomputingfunctionsgeneralizedglobalminimizeralmost

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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.

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A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions

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