Abstract:
The simultaneous perturbation stochastic approximation (SPSA) is a simple and effective optimization algorithm. It requires only two measurements of the objective functio...Show MoreMetadata
Abstract:
The simultaneous perturbation stochastic approximation (SPSA) is a simple and effective optimization algorithm. It requires only two measurements of the objective function per iteration regardless of the dimension of the objective function. A modified SPSA algorithms is presented in this research. It requires a single measurement of the objective function per iteration. Application of the proposed algorithm are presented as well as some simulation results.
Published in: 10th International Conference on Information Science, Signal Processing and their Applications (ISSPA 2010)
Date of Conference: 10-13 May 2010
Date Added to IEEE Xplore: 18 October 2010
ISBN Information:
Contents 