Improved SPSA optimization algorithm requiring a single measurement per iteration

10th International Conference on Information Sciences, Signal Processing and their Applications, ISSPA 2010

Volumn , Issue , 2010, Pages 263-265

  Alhabsi, Amer H ^a  

^a SULTAN QABOOS UNIVERSITY   (Oman)

Author keywords

Cost function; Gradient estimation; Optimization

Indexed keywords

GRADIENT ESTIMATION; OBJECTIVE FUNCTIONS; OPTIMIZATION ALGORITHMS; SIMULATION RESULT; SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION; SPSA ALGORITHMS;

APPROXIMATION THEORY; COST FUNCTIONS; INFORMATION SCIENCE; ITERATIVE METHODS; OPTIMIZATION; SIGNAL PROCESSING;

APPROXIMATION ALGORITHMS;

EID: 78650277012     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ISSPA.2010.5605476     Document Type: Conference Paper

References (4)

1. James C. Spall. "An overview of the simultaneous perturbation method for efficient optimization". fohns Hopkins APL Technical Digest, 1998.
2. Amer Alhabsi, Kamran Iqbal, and Hussein AI-Rizzo. "Adaptive filtering using simultaneously perturbed stochastic approximation". In lASTED Conference on Signal and Image Processing, August 2003.
3. D. C. Chin. "The simultaneous perturbation method for processing magnetospheric images",. Optical Engineering, 38:606-611,1999.
4. William Squire and George Trapp. "Using complex variables to estimate derivatives of real functions",. SIAM Review, 40:110-112,1998.