SIAMJ.CONTROLANDOPTIMIZATIONVol.30,No.4,pp.838-855,July19921992Society - PDF document

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SIAMJ.CONTROLANDOPTIMIZATIONVol.30,No.4,pp.838-855,July19921992Society - PPT Presentation

ACCELERATIONOFSTOCHASTICAPPROXIMATION839Toobtainthesequenceofestimatesttlofthesolutionxof1thefollowingrecursivealgorithmwillbeusedXtXtYtYtYtAxtbtlt1227i0EXiXoisanarbitrarynonrandomp ID: 237693

ACCELERATIONOFSTOCHASTICAPPROXIMATION839Toobtainthesequenceofestimates(t)tlofthesolutionx*of(1) thefollowingrecursivealgorithmwillbeused:XtXt-YtYtYtAxt-b+t lt-1(2)2 7i=0EXi-Xoisanarbitrary(nonrandom)p

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