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  1. 1 Schedae Informaticae

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  1. 1 2014

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  1. 1 Ombach J.

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A Short Introduction to Stochastic Optimization

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Ombach J.
Schedae Informaticae
|
2014
|
vol. 23
PL
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.
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