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...
CDC
2010
IEEE
12 years 11 months ago
2010
IEEE
Abstract-- This paper presents a new algorithm for maximizing the flight duration of a single UAV (Uninhabited Air Vehicle) and UAVs group using the thermal model developed by Alle...
TON
2008
13 years 4 months ago
2008
We study the problem of load balancing the traffic from a set of unicast and multicast sessions. The problem is formulated as an optimization problem. However, we assume that the g...
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 ...
AUTOMATICA
2006
13 years 4 months ago
2006
A simulation-based optimization framework involving simultaneous perturbation stochastic approximation (SPSA) is presented as a means for optimally specifying parameters of intern...
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...
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...
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...
ACG
2006
Springer
13 years 10 months ago
2006
Springer
Most game programs have a large number of parameters that are crucial for their performance. Tuning these parameters by hand is rather difficult. Therefore automatic optimization a...