DocumentCode
1751460
Title
Discrete optimization via SPSA
Author
Gerencsér, László ; Hill, Stacy D. ; Vágó, Zsuzsanna
Author_Institution
Comput. & Autom. Inst., Hungarian Acad. of Sci., Budapest, Hungary
Volume
2
fYear
2001
fDate
2001
Firstpage
1503
Abstract
We consider the use of a fixed gain version of SPSA (simultaneous perturbation stochastic approximation) for optimizing a class of discrete functions. The procedure has been modified to obtain an optimization method that is applicable to cost functions defined on a grid of points in Euclidean p-space having integer components. We discuss some related results on fixed gain SPSA and describe an application of the method to a resource allocation problem
Keywords
approximation theory; optimisation; Euclidean p-space; SPSA; cost functions; discrete functions; discrete optimization; fixed gain approximation; integer components; resource allocation; simultaneous perturbation stochastic approximation; Automation; Computational modeling; Convergence; Cost function; Laboratories; Noise measurement; Optimization methods; Physics computing; Resource management; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2001. Proceedings of the 2001
Conference_Location
Arlington, VA
ISSN
0743-1619
Print_ISBN
0-7803-6495-3
Type
conf
DOI
10.1109/ACC.2001.945937
Filename
945937
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