| A NEW METHOD OF SEARCHING FOR EXTREME POINTS |
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| 引用本文： | Li Gang (Department of Basic Courses). A NEW METHOD OF SEARCHING FOR EXTREME POINTS[J]. 西南科技大学学报, 1992, 0(3) |
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| 作者姓名： | Li Gang (Department of Basic Courses) |
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| 摘 要： | A new method of searching for extreme points is proposed.The procedure requiresonly one observation at each step.In this paper we prove the almost sure convergenceand asymptotic efficiency of the new procedure.
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A NEW METHOD OF SEARCHING FOR EXTREME POINTS |
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| Li Gang. A NEW METHOD OF SEARCHING FOR EXTREME POINTS[J]. Journal of Southwest University of Science and Technology, 1992, 0(3) |
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| Authors: | Li Gang |
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| Affiliation: | Department of Basic Courses |
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| Abstract: | A new method of searching for extreme points is proposed. The procedure requires only one observation at each step. In this paper we prove the almost sure convergence and asymptotic efficiency of the new procedure. |
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| Keywords: | Stochastic Approximation Kiefer-Wolfowitz Procedure |
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