Simultaneous perturbation stochastic approximation: towards one-measurement per iteration
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Publication:6076930
DOI10.1007/s11075-023-01528-7zbMath1530.65065arXiv2203.03075MaRDI QIDQ6076930
Publication date: 17 October 2023
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.03075
Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic approximation (62L20) Problems with incomplete information (optimization) (49N30)
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