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IEEE - Institute of Electrical and Electronics Engineers, Inc. - SPSA in noise free optimization

Proceedings of 2000 American Control Conference (ACC 2000)

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Author(s): Gerencser, L. ; Vago, Z.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2000
Conference Location: Chicago, IL, USA
Conference Date: 28 June 2000
Volume: 5
ISBN (Paper): 0-7803-5519-9
ISSN (Paper): 0743-1619
DOI: 10.1109/ACC.2000.879172
Regular:

The SPSA (simultaneous perturbation stochastic approximation) method for function minimization developed in Spall (1992) is analyzed for optimization problems without measurement noise. We prove... View More

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