Abstract
Stochastic approximation procedures have been extensively used in solving stochastic optimization problems. Gradient projection algorithm (GPA) plays an important role in solving constrained convex minimization problems. In this paper, strong convergence result for approximate solution of a constrained stochastic convex minimization problem in Hilbert space is proved. A generalized random iterative scheme based on skewed gradient projection algorithm and a strictly pseudo-contractive mapping is used to generate the solution.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.