On the Effect of Numerical Noise in Simulation-Based Optimization
Numerical noise is a prevalent concern in many practical optimization problems. Convergence of gradient based optimization algorithms in the presence of numerical noise is not always assured. One way to improve optimization algorithm performance in the presence of numerical noise is to adjust the...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/31542 http://scholar.lib.vt.edu/theses/available/etd-03252003-213320/ |