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Stochastic Approximation and Simulated Annealing

Stochastic Approximation and Simulated Annealing. Lecture 8. Leonidas Sakalauskas Institute of Mathematics and Informatics Vilnius, Lithuania EURO Working Group on Continuous Optimization. Content. Introduction. Stochastic Approximation : SPSA with Lipschitz perturbation operator;

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Stochastic Approximation and Simulated Annealing