Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization

DOI10.1109/TAC.2003.815008zbMath1364.90257OpenAlexW2106216878MaRDI QIDQ5266785

Michael C. Fu, Ying He, Steven I. Marcus

Publication date: 20 June 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2003.815008

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52) Stochastic programming (90C15)

Related Items (5)

Convergence of stochastic approximation algorithms under irregular conditions ⋮ Gradient estimation using Lagrange interpolation polynomials ⋮ Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions ⋮ A simultaneous perturbation stochastic approximation algorithm for coupled well placement and control optimization under geologic uncertainty ⋮ Model-free constrained data-driven iterative reference input tuning algorithm with experimental validation

This page was built for publication: Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization