An improved SPSA algorithm for stochastic optimization with bound constraints

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 16, Issue , 2005, Pages 47-52

  Popović, Dobrivoje ^a   Teel, Andrew ^b   Janković, Mrdjan ^c  

^a UNITED TECHNOLOGIES RESEARCH CENTER   (United States)

^b University of California   (United States)

^c FORD MOTOR COMPANY   (United States)

Author keywords

Algorithms; Constrained parameters; Engine efficiency; Parameter optimization; Real time; Stochastic approximation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONSTRAINED OPTIMIZATION; STOCHASTIC SYSTEMS;

CONSTRAINED PARAMETERS; ENGINE EFFICIENCY; PARAMETER OPTIMIZATION; REAL TIME; STOCHASTIC APPROXIMATIONS;

APPROXIMATION ALGORITHMS;

EID: 79960701385     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20050703-6-cz-1902.00360     Document Type: Conference Paper

References (5)

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3. Popovic, D., M. Jankovic, S. Magner and A. Teel (2003). Extremum seeking methods for optimization of variable cam timing engine operation. In: American Control Conference. Denver, CO. pp. 3136-3141.
4. Sadegh, P. (1997). Constrained optimization via stochastic approximation with a simultaneous perturbation gradient approximation. Automatica 33(5), 889-892.
5. Spall, J. C. (1992). Multivariate stochastic approximation methods. IEEE Transactions on Automatic Control 37(3), 332-341.