SQP-based Projection SPSA Algorithm for Stochastic Optimization with Inequality Constraints.
Jiahao ShiJames C. SpallPublished in: ACC (2021)
Keyphrases
- stochastic optimization
- inequality constraints
- dynamic programming
- computational complexity
- improved algorithm
- worst case
- learning algorithm
- cost function
- simulated annealing
- multistage
- least squares
- np hard
- optimization algorithm
- combinatorial optimization
- convex hull
- sensitivity analysis
- hyperplane
- evolutionary algorithm
- genetic algorithm