Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model

DOI10.1016/J.TCS.2011.11.015MaRDI QIDQ764356zbMATH OpenOpenAlexWikidataFDO

Authors Steffen Finck, Hans-Georg Beyer

Publication date 13 March 2012

Published in Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3272139

zbMATH Keywords

evolution strategynoisy optimizationalgorithm comparisonstochastic gradient approximation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Analysis of algorithms (68W40) Stochastic programming (90C15)

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Cites work

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• Adaptive stochastic approximation by the simultaneous perturbation method
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• Evolution strategies. A comprehensive introduction
• Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
• Foundations of Genetic Algorithms
• Introduction to Stochastic Search and Optimization
• Local performance of the \((\mu/\mu_I,\lambda)\)-ES in a noisy environment
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• Stochastic approximation and its applications

Cited in

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• The variational quantum eigensolver: a review of methods and best practices

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