Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation

DOI10.1016/S0005-1098(96)00230-0zbMath0875.93573OpenAlexW2066296415MaRDI QIDQ1360464

Payman Sadegh

Publication date: 9 November 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00230-0

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic approximation (62L20)

Related Items (6)

A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems ⋮ Approximate maximum likelihood estimation for population genetic inference ⋮ Maximizing the coverage of roadmap graph for optimal motion planning ⋮ Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions ⋮ A one-measurement form of simultaneous perturbation stochastic approximation ⋮ A short note on SPSA techniques and their use in nonlinear bioprocess identification

Uses Software

• Optimization Toolbox

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• On the use of an SPSA-based model-free controller in quality improvement
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
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