A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions

Abstract

We generalize the notion and some properties of the conic function introduced by Vincze and Nagy (2012). We provide a stochastic algorithm for computing the global minimizer of generalized conic functions, we prove almost sure and L^q-convergence of this algorithm.

21 pages. Title is changed, Theorem 2.3 is updated