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A Short Introduction to Stochastic Optimization

Publication date: 14.04.2015

Schedae Informaticae, 2014, Volume 23, pp. 9 - 20

https://doi.org/10.4467/20838476SI.14.001.3018

Authors

Jerzy Ombach
Department of Mathematics Faculty of Mathematics and Computer Science Jagiellonian University, ul. Łojasiewicza 6, 30-348 Kraków, Poland
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Titles

A Short Introduction to Stochastic Optimization

Abstract

We present some typical algorithms used for finding global minimum/ maximum of a function defined on a compact finite dimensional set, discuss commonly observed procedures for assessing and comparing the algorithms’ performance and quote theoretical results on convergence of a broad class of stochastic algorithms.

References

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Information

Information: Schedae Informaticae, 2014, Volume 23, pp. 9 - 20

Article type: Original article

Titles:

Polish:

A Short Introduction to Stochastic Optimization

English:

A Short Introduction to Stochastic Optimization

Authors

Department of Mathematics Faculty of Mathematics and Computer Science Jagiellonian University, ul. Łojasiewicza 6, 30-348 Kraków, Poland

Published at: 14.04.2015

Article status: Open

Licence: None

Percentage share of authors:

Jerzy Ombach (Author) - 100%

Article corrections:

-

Publication languages:

English

View count: 2549

Number of downloads: 16898

<p> A Short Introduction to Stochastic Optimization</p>