Stochastic Algorithms in Estimating Regression Models
Ivan Křivý, Josef Tvrdík · COMPSTAT · 1996
The optimization problem may be formulated as follows: For a given objective function f: Ω → R, Ω⊂ R d, the point x* is to be found such that $$f\left( {{\rm{x*}}} \right) = \mathop {\min }\limits_{{\rm{x}} \in \Omega } f\left( {\rm{x}} \right).$$ It is evident that the point x* represents the global minimum of real-valued function f (of d variables) in Ω.