A new algorithm for solving smooth large-scale minimization problems with bound constraints is introduced. The way of dealing with active constraints is similar to the one used in...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...
Abstract. The condition number of a Gram matrix defined by a polynomial basis and a set of points is often used to measure the sensitivity of the least squares polynomial approxim...
Dynamic spectrum management (DSM) has been recognized as a key technology to significantly improve the performance of digital subscriber line (DSL) broadband access networks. The b...
Paschalis Tsiaflakis, Ion Necoara, Johan A. K. Suy...
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...