Simultaneous Perturbation Stochastic Approximation (SPSA)

optimizer_SPSA(alpha = 0.602, gamma = 0.101, stepSize = 0.16,
  evaluationStepSize = 0.3, maxIterations = 1e+05, tolerance = 1e-05)

Arguments

alpha

Scaling exponent for the step size.

gamma

Scaling exponent for evaluation step size.

stepSize

Scaling parameter for step size.

evaluationStepSize

Scaling parameter for evaluation step size.

maxIterations

Maximum number of iterations allowed (0 means no limit).

tolerance

Maximum absolute tolerance to terminate algorithm.