Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model
type: Item
instance of: scholarly article
title: Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model
zbMATH Open document ID: 1234.68482
author: Steffen Finck
author: Hans-Georg Beyer
published in: Theoretical Computer Science
publication date: 2012-03-13T00:00:00Z
full work available at URL: pmc3272139
Mathematics Subject Classification ID: 68W40
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6014332
zbMATH Keywords: algorithm comparison
zbMATH Keywords: stochastic gradient approximation
zbMATH Keywords: evolution strategy
zbMATH Keywords: noisy optimization
describes a project that uses: CEC 05
describes a project that uses: CMA-ES
MaRDI profile type: Publication
OpenAlex ID: W2093442715
Wikidata QID: Q40845291
cites work: Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
cites work: Introduction to Stochastic Search and Optimization
cites work: Q2751593
cites work: Q4436857
cites work: Stochastic Estimation of the Maximum of a Regression Function
cites work: Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
cites work: An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
cites work: Adaptive stochastic approximation by the simultaneous perturbation method
cites work: Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
cites work: Q4788102
cites work: Evolution strategies. A comprehensive introduction
cites work: Parameter setting in evolutionary algorithms.
cites work: Q3323750
cites work: Foundations of Genetic Algorithms
cites work: Local performance of the \((\mu/\mu_I,\lambda)\)-ES in a noisy environment
cites work: A Kiefer-Wolfowitz algorithm with randomized differences
cites work: Stochastic approximation and its applications
cites work: A deterministic analysis of stochastic approximation with randomized directions
cites work: Q3785143
DOI: 10.1016/J.TCS.2011.11.015
description: scientific article; zbMATH DE number 6014332