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GEOMETRIC STRUCTURE IN STOCHASTIC APPROXIMATION

GEOMETRIC STRUCTURE IN STOCHASTIC APPROXIMATION
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摘要 Let J be the zero set of the gradient fx of a function f:Rn→R. Under fairly general conditions the stochastic approximation algorithm ensures d(f(xk),f(J))→0, as k→∞. First of all, the paper considers this problem: Under what conditions the convergence d(f(xk),f(J)) → 0 implies k →∞ d(xk,J)→O. It is shown that such implication takes place if fx is continuous and f(J) is nowhere dense. Secondly, an intensified version of Sard's theorem has been proved, which itself is interesting. As a particular case, it provides two independent sufficient conditions as answers to the previous question: If f is a C1 function and either i) J is a compact set or ii) for any bounded set B, f-1(B)is bounded, then f(J) is nowhere dense. Finally, some tools in algebraic geometry are used to prove that j(J) is a finite set if f is a polynomial. Hence f(J) is nowhere dense in the polynomial case. Let J be the zero set of the gradient fx of a function f:Rn→R. Under fairly general conditions the stochastic approximation algorithm ensures d(f(xk),f(J))→0, as k→∞. First of all, the paper considers this problem: Under what conditions the convergence d(f(xk),f(J)) → 0 implies k →∞ d(xk,J)→O. It is shown that such implication takes place if fx is continuous and f(J) is nowhere dense. Secondly, an intensified version of Sard's theorem has been proved, which itself is interesting. As a particular case, it provides two independent sufficient conditions as answers to the previous question: If f is a C1 function and either i) J is a compact set or ii) for any bounded set B, f-1(B)is bounded, then f(J) is nowhere dense. Finally, some tools in algebraic geometry are used to prove that j(J) is a finite set if f is a polynomial. Hence f(J) is nowhere dense in the polynomial case.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2001年第1期53-59,共7页 应用数学学报(英文版)
基金 Supported by the National Natural Science Foundation of China (G69774008, G59837270, G1998020308)and National Key Project.
关键词 Stochastic approximation regular value intensified 'Sard's theorem irreducible algebraic variety Stochastic approximation, regular value, intensified 'Sard's theorem, irreducible algebraic variety
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参考文献11

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