Simultaneous perturbation stochastic aproximation for Lipshitz functions
The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions.
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2004-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/32202 |
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| _version_ | 1832593188954570752 |
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| author | Vaida Bartkutė Leonidas Sakalauskas |
| author_facet | Vaida Bartkutė Leonidas Sakalauskas |
| author_sort | Vaida Bartkutė |
| collection | DOAJ |
| description |
The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions.
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| format | Article |
| id | doaj-art-51343d33a73241a7be36e48aaa1ff385 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2004-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-51343d33a73241a7be36e48aaa1ff3852025-01-20T18:16:30ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2004-12-0144spec.10.15388/LMR.2004.32202Simultaneous perturbation stochastic aproximation for Lipshitz functionsVaida Bartkutė0Leonidas Sakalauskas1Institute of Mathematics and InformaticsInstitute of Mathematics and Informatics The convergence conditions of Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm with Gaussian smoothing operator are established in the class of Lipshitz functions. https://www.journals.vu.lt/LMR/article/view/32202stochastic approximationLipshitz functiondifferential |
| spellingShingle | Vaida Bartkutė Leonidas Sakalauskas Simultaneous perturbation stochastic aproximation for Lipshitz functions Lietuvos Matematikos Rinkinys stochastic approximation Lipshitz function differential |
| title | Simultaneous perturbation stochastic aproximation for Lipshitz functions |
| title_full | Simultaneous perturbation stochastic aproximation for Lipshitz functions |
| title_fullStr | Simultaneous perturbation stochastic aproximation for Lipshitz functions |
| title_full_unstemmed | Simultaneous perturbation stochastic aproximation for Lipshitz functions |
| title_short | Simultaneous perturbation stochastic aproximation for Lipshitz functions |
| title_sort | simultaneous perturbation stochastic aproximation for lipshitz functions |
| topic | stochastic approximation Lipshitz function differential |
| url | https://www.journals.vu.lt/LMR/article/view/32202 |
| work_keys_str_mv | AT vaidabartkute simultaneousperturbationstochasticaproximationforlipshitzfunctions AT leonidassakalauskas simultaneousperturbationstochasticaproximationforlipshitzfunctions |