NDLI: A projected stochastic approximation algorithm

Content Provider	IEEE Xplore Digital Library
Author	Andradottir, S.
Copyright Year	1991
Description	Author affiliation: Dept. of Ind. Eng., Wisconsin Univ., Madison, WI, USA (Andradottir, S.)
Abstract	It is noted that classical stochastic approximation algorithms often diverge because of boundedness problems. The standard approach to preventing this is to project the sequence generated by the algorithm onto a predetermined compact set K. However, in the typical application, the approximate location of the solution is not known. To minimize the probability that the solution lies outside the set K, it is therefore necessary to let K be large. This can seriously curtail the efficiency of the algorithm. The author proposes a stochastic approximation algorithm which bounds the sequence of estimates of the solution to an increasing sequence of sets. This eliminates the possibility of bounding the algorithm to a set which does not contain the solution. Furthermore, it is possible to let the initial set be small, which can result in improved empirical performance.
Starting Page	954
Ending Page	957
File Size	299394
Page Count	4
File Format	PDF
ISBN	0780301811
DOI	10.1109/WSC.1991.185710
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1991-12-08
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic processes Approximation algorithms Stochastic systems Finite difference methods Industrial engineering Performance analysis Algorithm design and analysis Analytical models Convergence H infinity control
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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