Simultaneous perturbation stochastic aproximation for Lipshitz functions
The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions.
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Vilnius University Press
2004-12-01
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Series: | Lietuvos Matematikos Rinkinys |
Subjects: | |
Online Access: | https://www.journals.vu.lt/LMR/article/view/32202 |