• DocumentCode
    1806150
  • Title

    Optimization over discrete sets via SPSA

  • Author

    Gerencsér, László ; Hill, Stacy D. ; Vágó, Zsuzsanna

  • Author_Institution
    Comput. & Autom. Inst., Hungarian Acad. of Sci., Budapest, Hungary
  • Volume
    2
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    1791
  • Abstract
    A fixed gain version of the simultaneous perturbation stochastic approximation (SPSA) method for function minimization is developed and the error process is characterized. The new procedure is applicable to optimization problems over Zp, the grid of points in Rp with integer components. Simulation results and a closely related application, a resource allocation problem, is briefly described
  • Keywords
    approximation theory; differential equations; iterative methods; optimisation; resource allocation; search problems; stochastic processes; differential equation; function minimization; iterative method; optimization; resource allocation; search problem; simultaneous perturbation stochastic approximation; Automation; Computer errors; Costs; Laboratories; Minimization methods; Noise measurement; Optimization methods; Physics computing; Resource management; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.830893
  • Filename
    830893
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1806150