Optimization algorithm with probabilistic estimation

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Stochastic Estimation of the Maximum of a Regression Function

J. Kiefer, J. Wolfowitz · The Annals of Mathematical Statistics · 1952 · 2.2K citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

Minimization of functions having Lipschitz continuous first partial derivatives

Larry Armijo · Pacific Journal of Mathematics · 1966 · 2K citations · Full text

Natural Sciences, Mathematics, Derivatives +10

The Annals of Mathematical Statistics

Wilford Isbell King · The Annals of Mathematical Statistics · 1930 · 833 citations · Full text

Natural Sciences, Biostatistics, Mathematics +12

Computational Methods in Optimization: A Unified Approach

Garth P. McCormick, E. Polak · Mathematics of Computation · 1972 · 677 citations

Computing, Computational Engineering, Computer Science +14