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Programowanie liniowe×Optymalizacja stochastyczna×
DziedzinaOptymalizacjaOptymalizacja
RodzinaProcess / pipelineProcess / pipeline
Rok powstania19471951 (SGD); 2014 (Adam)
TwórcaGeorge B. Dantzig
TypMathematical programming / continuous optimizationGradient-based iterative optimization
Źródło pierwotneDantzig, G.B. (1963). Linear Programming and Extensions. Princeton University Press. ISBN: 9780691059136Robbins, H. & Monro, S. (1951). A Stochastic Approximation Method. Annals of Mathematical Statistics, 22(3), 400-407. DOI ↗
Inne nazwyLP, linear optimization, Doğrusal Programlama (LP)Stokastik Optimizasyon (SGD & Varyantları), stochastic gradient descent, SGD, Adam
Pokrewne43
PodsumowanieLinear programming (LP), pioneered by George B. Dantzig in 1947, is a mathematical method for finding the best value of a linear objective function — such as minimum cost or maximum profit — subject to a set of linear inequality and equality constraints. It is the foundational technique in operations research and underlies production planning, resource allocation, logistics, diet problems, and countless other decision-making scenarios across engineering, economics, and the natural sciences.Stochastic optimization is a family of iterative methods that minimize an objective function by computing gradients on randomly sampled subsets of data — mini-batches — rather than on the entire dataset at once. Pioneered by Robbins and Monro in 1951 as stochastic approximation, the approach became the standard engine for training large-scale machine-learning models through variants such as SGD with momentum, AdaGrad, RMSProp, and Adam.
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  1. v1
  2. 2 Źródła
  3. PUBLISHED

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ScholarGatePorównaj metody: Linear Programming · Stochastic Optimization. Pobrano 2026-06-15 z https://scholargate.app/pl/compare