Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm

DOI10.1109/TAC.2009.2019793zbMath1367.93734OpenAlexW2097115711MaRDI QIDQ4974596

James C. Spall

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2009.2019793

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Numerical computation of solutions to single equations (65H05)

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