Theoretical connections between optimization algorithms based on an approximate gradient

By Sy T. Do, Albert C. Reynolds. Computational Geosciences, 2013

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A Stochastic Simplex Approximate Gradient (StoSAG) for optimization under uncertainty (2017, methodology): “Do and Reynolds [15] provided an analysis of the deterministic EnOpt method and demonstrated its close connection to other stochastic gradient estimation techniques such as simultaneous perturbation stochastic approximation (SPSA, [16, 17]) and the simplex gradient method [18].”