Accelerated second-order stochastic optimization using only function measurements

Proceedings of the IEEE Conference on Decision and Control

Volumn 2, Issue , 1997, Pages 1417-1424

  Spall, James C ^a  

^a JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; ITERATIVE METHODS; MATRIX ALGEBRA; OPTIMIZATION; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES;

INVERSE HESSIAN MATRIX; SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION (SPSA) ALGORITHM;

CONTROL SYSTEM ANALYSIS;

EID: 0031369421     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (0)