Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation

DOI10.1016/S0005-1098(96)00230-0MaRDI QIDQ1360464zbMATH OpenOpenAlexFDO

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

Cites work

• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• scientific article; zbMATH DE number 3242533 (Why is no real title available?)
• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• On the use of an SPSA-based model-free controller in quality improvement
• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(6)

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

Describes a project that uses

Uses Software

• Optimization Toolbox

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