贾元强, 杨宏志. “步幅常数”型随机算法收敛性分析[J]. 信阳师范学院学报(自然科学版), 1998, 11(4): 339-342.
引用本文: 贾元强, 杨宏志. “步幅常数”型随机算法收敛性分析[J]. 信阳师范学院学报(自然科学版), 1998, 11(4): 339-342.
Jia Yuanqiang, Yang Hongzhi. Studies on the Convergence of Stochastic Algorithm for the Constant Step Size[J]. Journal of Xinyang Normal University (Natural Science Edition), 1998, 11(4): 339-342.
Citation: Jia Yuanqiang, Yang Hongzhi. Studies on the Convergence of Stochastic Algorithm for the Constant Step Size[J]. Journal of Xinyang Normal University (Natural Science Edition), 1998, 11(4): 339-342.

“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

  • 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.

     

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