Developments in stochastic optimization algorithms with gradient approximations based on function measurements

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Veröffentlicht in:Proceedings of the 26th conference on Winter simulation S. 207 - 214
1. Verfasser: Spall, James C.
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: San Diego, CA, USA Society for Computer Simulation International 11.12.1994
Schriftenreihe:ACM Conferences
Schlagworte:
Computing methodologies > Modeling and simulation > Model development and analysis
Mathematics of computing > Mathematical analysis > Mathematical optimization
Theory of computation > Design and analysis of algorithms > Mathematical optimization
gradient estimation
stochastic approximation
optimization
recursive procedure
ISBN:078032109X, 9780780321090
Online-Zugang:Volltext
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Author Spall, James C.
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Tew, Jeffrey D.
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Keywords gradient estimation
stochastic approximation
optimization
recursive procedure
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PublicationTitle Proceedings of the 26th conference on Winter simulation
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SubjectTerms Computing methodologies -- Modeling and simulation -- Model development and analysis
Mathematics of computing -- Mathematical analysis -- Mathematical optimization
Theory of computation -- Design and analysis of algorithms -- Mathematical optimization
Title Developments in stochastic optimization algorithms with gradient approximations based on function measurements
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