ACCELERATED STATISTICAL OPTIMIZATION METHODS WITH AN ADAPTIVE MODEL.

被引：0
|
作者：
Meleshko, V.I.
机构：
来源：
Automatic Control and Computer Sciences | 1976年 / 10卷 / 04期
关键词：
STATISTICAL METHODS - Optimization;
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暂无
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学科分类号：
摘要：
Recursive optimal linear estimates obtained by using pseudo-inverse operators are used as a basis for developing new quadratic statistical optimization methods with accelerated convergence. The author cites quasi-optimal and optimal estimates for the Hessians and gradients computed, respectively, on the basis of the realizations of the differences between the gradients and function values as determined with noise.
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页码：32 / 38
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