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Discrete optimization via SPSA

被引：0
|
作者：
Gerencsér, L [1 ]
Hill, SD [1 ]
Vágó, Z [1 ]
机构：
[1] Hungarian Acad Sci, Inst Comp & Automat, H-1111 Budapest, Hungary
来源：
PROCEEDINGS OF THE 2001 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 2001年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
引用
收藏
页码：1503 / 1504
页数：2
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