Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation

DOI10.1016/S0005-1098(96)00230-0zbMATH Open0875.93573OpenAlexW2066296415MaRDI QIDQ1360464FDOQ1360464

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

• Stochastic approximation methods for constrained and unconstrained systems
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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

Uses Software

• Optimization Toolbox

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