34 search results - page 1 / 7 » Simultaneous perturbation stochastic approximation of nonsmo... |
EOR
2007
13 years 4 months ago
2007
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
GECCO
2010
Springer
13 years 8 months ago
2010
Springer
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...
JORS
2011
2011
Robust parameter design optimization of simulation experiments using stochastic perturbation methods
12 years 11 months ago
Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
GECCO
2010
Springer
13 years 8 months ago
2010
Springer
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...
WSC
2001
13 years 6 months ago
2001
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...