“步幅常数”型随机算法收敛性分析
Studies on the Convergence of Stochastic Algorithm for the Constant Step Size
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摘要: 研究了步幅为常数的随机算法:Hk+1=Hk+μ(Pk-FkHk),得到了一弱收敛定理,确定了收敛点与步幅μ之间的关系.Abstract: The stochastic algorthm for the constant step size H k+1 =H k +μ(p k-F kH k) is discussed and a theorem of weak convergence is proved.