Accession Number:

AD0744033

Title:

Extensions of Kestin's Adaptive Stochastic Approximation Method,

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I DIV OF APPLIED MATHEMATICS

Personal Author(s):

Report Date:

1972-01-01

Pagination or Media Count:

28.0

Abstract:

Kestin proposed a method for adjusting the coefficients of a scalar stochastic approximation process, and proved w.p.1. convergence. A family of multidimensional processes for function minimization are treated here. Each method consists of a sequence of trucated one-dimensional procedures of the Kestin type. The methods seem to offer a number of advantages over the usual Kiefer-Wolfowitz procedures, and are more natural analogs of the schemes in common use in deterministic optimization theory. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE