Gradient-based adaptive stochastic search for non-differentiable optimization

IEEE Transactions on Automatic Control

Volumn 59, Issue 7, 2014, Pages 1818-1832

  Zhou, Enlu ^a   Hu, Jiaqiao ^b  

^a Georgia Institute of Technology   (United States)

^b Stony Brook University   (United States)

Author keywords

black box optimization; Stochastic approximation; stochastic search

Indexed keywords

ALGORITHMS; GRADIENT METHODS; OPTIMIZATION; PROBLEM SOLVING;

BLACK-BOX OPTIMIZATION; FAST CONVERGENCE SPEED; GRADIENT SEARCH METHOD; HIGH-QUALITY SOLUTIONS; NON-DIFFERENTIABLE OPTIMIZATION; STOCHASTIC APPROXIMATIONS; STOCHASTIC SEARCH; STOCHASTIC SEARCH ALGORITHMS;

STOCHASTIC SYSTEMS;

EID: 84903291548     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2014.2310052     Document Type: Article

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