Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model

Theoretical Computer Science

Volumn 419, Issue , 2012, Pages 50-72

  Finck, Steffen ^a   Beyer, Hans Georg ^a  

^a VORARLBERG UNIVERSITY OF APPLIED SCIENCES   (Austria)

Author keywords

Algorithm comparison; Evolution strategy; Noisy optimization; Stochastic gradient approximation

Indexed keywords

ALGORITHM COMPARISON; ANALYSIS APPROACH; CONVERGENCE CRITERION; CONVERGENCE RATES; CONVERGENCE RESULTS; EVOLUTION STRATEGIES; NOISE MODELS; NOISE STRENGTH; NOISY OPTIMIZATION; OPTIMAL SETTING; OPTIMAL STEP SIZE; PERFORMANCE ANALYSIS; PERFORMANCE MEASURE; SIMULATION EXPERIMENTS; SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION; SIMULTANEOUS PERTURBATION STOCHASTIC APPROXIMATION ALGORITHMS; SPHERE MODEL; STOCHASTIC GRADIENT APPROXIMATIONS;

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; EVOLUTIONARY ALGORITHMS; OPTIMIZATION; SPHERES; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

APPROXIMATION ALGORITHMS;

EID: 84855975702     PISSN: 03043975     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.tcs.2011.11.015     Document Type: Article

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