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Simultaneous Perturbation Method for Optimization

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Visit this site: http://www.jhuapl.edu/SPSA/

Author:James C. Spall
Description: A site devoted to a powerful method for optimization of processes dependent on more than one variable. The method pertains to "stochastic optimization," that is, optimization in the presence of random variation (such as measurement noise). The site provides an overview of the method, a collection of downloadable references, and selected software.

Levels: College
Languages: English
Resource Types: Articles, Bibliographies, Topic Tools Miscellaneous
Math Topics: Optimization

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