Accession Number:

ADA488797

Title:

Stochastic Optimization and the Simultaneous Perturbation Algorithm

Descriptive Note:

Briefing charts

Corporate Author:

JOHNS HOPKINS UNIV LAUREL MD APPLIED PHYSICS LAB

Personal Author(s):

Report Date:

2007-06-01

Pagination or Media Count:

38.0

Abstract:

ORGANIZATION 1 Problem setting 2 SPSA algorithm 3 Theoretical foundation 4 Practical guidelines -- MATLAB code 5 Numerical example 6 Adaptive simultaneous perturbation method 7 Extensions and further results.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE