Nonlinear conjugate gradient method based SPSA

MaRDI QIDQ3570772zbMATH OpenFDO

Authors Hua Jun Zhang, Jin Zhao, Rui Wang, Tan Ma

Publication date 8 July 2010

zbMATH Keywords

genetic algorithmreinforcement learninginexact line searchnonlinear conjugate gradient methodsimultaneous perturbation stochastic approximation

Mathematics Subject Classification ID

Methods of reduced gradient type (90C52)

Recommendations

• A simultaneous perturbation stochastic approximation algorithm based on quasi-Newton method
• A modified second‐order SPSA optimization algorithm for finite samples
• Adaptive stochastic approximation by the simultaneous perturbation method
• Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences
• Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting

Cited in

(3)

• scientific article; zbMATH DE number 5259795 (Why is no real title available?)
• A simultaneous perturbation stochastic approximation algorithm based on quasi-Newton method
• A modified second‐order SPSA optimization algorithm for finite samples

This page was built for publication: Nonlinear conjugate gradient method based SPSA

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3570772)