Necessary and sufficient conditions for convergence of stochastic approximation algorithms under arbitrary disturbances

Author(s):  
S.R. Kulkarni ◽  
C.S. Horn
1996 ◽  
Vol 28 (3) ◽  
pp. 784-801 ◽  
Author(s):  
I-Jeng Wang ◽  
Edwin K. P. Chong ◽  
Sanjeev R. Kulkarni

We consider stochastic approximation algorithms on a general Hilbert space, and study four conditions on noise sequences for their analysis: Kushner and Clark's condition, Chen's condition, a decomposition condition, and Kulkarni and Horn's condition. We discuss various properties of these conditions. In our main result we show that the four conditions are all equivalent, and are both necessary and sufficient for convergence of stochastic approximation algorithms under appropriate assumptions.


1996 ◽  
Vol 28 (03) ◽  
pp. 784-801 ◽  
Author(s):  
I-Jeng Wang ◽  
Edwin K. P. Chong ◽  
Sanjeev R. Kulkarni

We consider stochastic approximation algorithms on a general Hilbert space, and study four conditions on noise sequences for their analysis: Kushner and Clark's condition, Chen's condition, a decomposition condition, and Kulkarni and Horn's condition. We discuss various properties of these conditions. In our main result we show that the four conditions are all equivalent, and are both necessary and sufficient for convergence of stochastic approximation algorithms under appropriate assumptions.


2001 ◽  
Vol 12 (04) ◽  
pp. 533-550 ◽  
Author(s):  
WING-KAI HON ◽  
TAK-WAH LAM

The nearest neighbor interchange (nni) distance is a classical metric for measuring the distance (dissimilarity) between evolutionary trees. It has been known that computing the nni distance is NP-complete. Existing approximation algorithms can attain an approximation ratio log n for unweighted trees and 4 log n for weighted trees; yet these algorithms are limited to degree-3 trees. This paper extends the study of nni distance to trees with non-uniform degrees. We formulate the necessary and sufficient conditions for nni transformation and devise more topology-sensitive approximation algorithms to handle trees with non-uniform degrees. The approximation ratios are respectively [Formula: see text] and [Formula: see text] for unweighted and weighted trees, where d ≥ 4 is the maximum degree of the input trees.


2018 ◽  
Vol 2018 ◽  
pp. 1-6 ◽  
Author(s):  
Xiaoji Liu ◽  
Naping Cai

We investigate two iterative methods for computing the DMP inverse. The necessary and sufficient conditions for convergence of our schemes are considered and the error estimate is also derived. Numerical examples are given to test the accuracy and effectiveness of our methods.


Sign in / Sign up

Export Citation Format

Share Document