𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A modified matyas algorithm (MMA) for random process optimization

✍ Scribed by R. Mihail; G. Maria

Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
526 KB
Volume
10
Category
Article
ISSN
0098-1354

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A modified genetic algorithm for optimal
A modified genetic algorithm for optimal control problems
✍ Zbigniew Michalewicz; Cezary Z. Janikow; Jacek B. Krawczyk πŸ“‚ Article πŸ“… 1992 πŸ› Elsevier Science 🌐 English βš– 698 KB

This paper studies the application of a genetic algorithm to discrete-time optimal control problems. Numerical results obtained here are compared with ones yielded by GAMS, a system for construction and solution of large and complex mathematical programming models. V~l.~e GAMS appears to work well o

A modified second-order SPSA optimizatio
A modified second-order SPSA optimization algorithm for finite samples
✍ Xun Zhu; James C. Spall πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 157 KB

## Abstract We propose a modification to the simultaneous perturbation stochastic approximation (SPSA) methods based on the comparisons made between the first‐ and second‐order SPSA (1SPSA and 2SPSA) algorithms from the perspective of loss function Hessian. At finite iterations, the accuracy of the