We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
In this paper, we investigate limiting behavior of linear dynamic systems driven by random stochastic matrices. We introduce and study the new concepts of partial ergodicity and 1-...
A probabilistically checkable debate system (PCDS) for a language L consists of a probabilisticpolynomial-time veri er V and a debate between Player 1, who claims that the input x ...
Anne Condon, Joan Feigenbaum, Carsten Lund, Peter ...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...