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WSC
2001
13 years 6 months ago
Global random optimization by simultaneous perturbation stochastic approximation
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...
John L. Maryak, Daniel C. Chin
CDC
2010
IEEE
186views Control Systems» more  CDC 2010»
13 years 10 days ago
Approximation and limiting behavior of random models
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-...
Behrouz Touri, Angelia Nedic
COCO
1994
Springer
140views Algorithms» more  COCO 1994»
13 years 9 months ago
Random Debaters and the Hardness of Approximating Stochastic Functions
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 ...
GECCO
2010
Springer
239views Optimization» more  GECCO 2010»
13 years 8 months ago
Benchmarking SPSA on BBOB-2010 noiseless function testbed
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...
Steffen Finck, Hans-Georg Beyer