Discrete Parameter Optimization

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 434)


In this chapter, we consider the case when optimization has to be performed over a parameter set that is discrete valued and has a finite number of points. We present adaptations of the SPSA and SF algorithms discussed previously using certain projection mappings. We consider here the case of a long-run average cost objective.


Projection Operator Random Projection Discrete Parameter Projection Scheme Closed Convex Hull 
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© Springer-Verlag London 2013

Authors and Affiliations

  1. 1.Department of Computer Science and AutomationIndian Institute of ScienceBangaloreIndia

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