Simultaneous perturbation stochastic approximation
id:
simultaneous-perturbation-stochastic-approximation-293-17643516
title:
Simultaneous perturbation stochastic approximation
text:
Simultaneous perturbation stochastic approximation (SPSA) is an algorithmic method for optimizing systems with multiple unknown parameters. It is a type of stochastic approximation algorithm. As an optimization method, it is appropriately suited to large-scale population models, adaptive modeling, simulation optimization, and atmospheric modeling. Many examples are presented at the SPSA website http://www.jhuapl.edu/SPSA. A comprehensive book on the subject is Bhatnagar et al. (2013). An early p
brand slug:
wiki
category slug:
encyclopedia
description:
Optimization algorithm
original url:
https://en.wikipedia.org/wiki/Simultaneous_perturbation_stochastic_approximation
date created:
date modified:
2023-12-13T22:18:14Z
main entity:
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image:
fields total:
13
integrity:
14