Simultaneous Perturbation Stochastic Approximation (SPSA)

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.