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Stochastic Optimization and the Simultaneous Perturbation Algorithm

机译：随机优化与同时扰动算法

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ORGANIZATION: (1) Problem setting (2) SPSA algorithm (3) Theoretical foundation (4) Practical guidelines -- MATLAB code (5) Numerical example (6) Adaptive simultaneous perturbation method (7) Extensions and further results.

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作者
Spall, J. C.;
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年度 2007
页码 p.1-38
总页数 38
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Optimization; Stochastic processes; Approximation(Mathematics); Adaptive systems; Perturbations; Symposia; Monte carlo method;

机译：优化;随机过程;逼近（数学）;自适应系统;扰动;专题讨论会;蒙特卡罗方法;

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1. A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems [J] . Zhang Huajun, Jin Zhao, Hui Luo Journal of combinatorial optimization . 2016,第3期

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2. A Novel Simultaneous Perturbation Stochastic Approximation Particle Swarm Optimization Algorithm for Agricultural Acreage Evaluation [J] . Yonglong Guo, Youzhao Liu, Jianping Hong, Journal of information and computational science . 2014,第7期

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3. A simultaneous perturbation stochastic approximation algorithm for coupled well placement and control optimization under geologic uncertainty [J] . Lianlin Li, Behnam Jafarpour, M. Reza Mohammad-Khaninezhad Computational Geosciences . 2013,第1期

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4. On an Efficient Distribution of Perturbations for Simulation Optimization using Simultaneous Perturbation Stochastic Approximation [C] . David W. Hutchison Proceedings of the IASTED international conference on applied modelling and simulation . 2002

机译：利用同时扰动随机逼近进行仿真优化的有效扰动分布
5. Augumented simultaneous perturbation stochastic approximation (ASPSA) for discrete supply chain inventory optimization problems. [D] . Wang, Liya. 2006

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6. The Application of Multiobjective Genetic Algorithm to the Parameter Optimization of Single-Well Potential Stochastic Resonance Algorithm Aimed at Simultaneous Determination of Multiple Weak Chromatographic Peaks [O] . Haishan Deng, Shaofei Xie, Bingren Xiang, -1

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7. Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models [O] . Bhatnagar, Shalabh, Fu, Michael C., Marcus, Steven I., 2000

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8. Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models. [R] . Bhatnagar, S., Fu, M. C., Marcus, S. I., 2000

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Stochastic Optimization and the Simultaneous Perturbation Algorithm

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