A note on a convergence theorem for a random optimization method
N. Baba · International Journal of Control · 1978
The objective of this note is to investigate the convergence of the random optimization method proposed by Matyas (1965). In his paper he proved that this method ensures convergence in probability to the optimal state. However, there can be found questionable points in his proof. This paper points out these questionable points and gives the modified theorem concerning the convergence of the random optimization method.