{"id":"https://openalex.org/W2963644203","doi":"https://doi.org/10.1109/tac.2016.2600643","title":"Adaptive System Optimization Using Random Directions Stochastic Approximation","display_name":"Adaptive System Optimization Using Random Directions Stochastic Approximation","publication_year":2016,"publication_date":"2016-08-16","ids":{"openalex":"https://openalex.org/W2963644203","doi":"https://doi.org/10.1109/tac.2016.2600643","mag":"2963644203"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2016.2600643","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2016.2600643","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068379567","display_name":"L. A. Prashanth","orcid":null},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Prashanth L. A.","raw_affiliation_strings":["Institute for Systems Research, University of Maryland, College Park, Maryland, Switzerland"],"raw_orcid":"https://orcid.org/0000-0003-0362-6730","affiliations":[{"raw_affiliation_string":"Institute for Systems Research, University of Maryland, College Park, Maryland, Switzerland","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038163398","display_name":"Shalabh Bhatnagar","orcid":"https://orcid.org/0000-0001-7644-3914"},"institutions":[{"id":"https://openalex.org/I59270414","display_name":"Indian Institute of Science Bangalore","ror":"https://ror.org/04dese585","country_code":"IN","type":"education","lineage":["https://openalex.org/I59270414"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Shalabh Bhatnagar","raw_affiliation_strings":["Department of Computer Science and Automation, Indian Institute of Science, Bangalore"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Automation, Indian Institute of Science, Bangalore","institution_ids":["https://openalex.org/I59270414"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000889975","display_name":"Michael C. Fu","orcid":"https://orcid.org/0000-0003-2105-4932"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael Fu","raw_affiliation_strings":["Robert H. Smith School of Business & Institute for Systems Research, University of Maryland, College Park, Maryland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business & Institute for Systems Research, University of Maryland, College Park, Maryland","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112447579","display_name":"Steve Marcus","orcid":null},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Steve Marcus","raw_affiliation_strings":["Department of Electrical and Computer Engineering & Institute for Systems Research, University of Maryland, College Park, Maryland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering & Institute for Systems Research, University of Maryland, College Park, Maryland","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.0615,"has_fulltext":false,"cited_by_count":34,"citation_normalized_percentile":{"value":0.9534838,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"62","issue":"5","first_page":"2223","last_page":"2238"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9858999848365784,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11159","display_name":"Manufacturing Process and Optimization","score":0.972599983215332,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.6935280561447144},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5572124123573303},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.533937394618988},{"id":"https://openalex.org/keywords/stochastic-approximation","display_name":"Stochastic approximation","score":0.5336146354675293},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.458121657371521},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3239838778972626},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08952939510345459}],"concepts":[{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.6935280561447144},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5572124123573303},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.533937394618988},{"id":"https://openalex.org/C55479107","wikidata":"https://www.wikidata.org/wiki/Q97663916","display_name":"Stochastic approximation","level":3,"score":0.5336146354675293},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.458121657371521},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3239838778972626},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08952939510345459},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2016.2600643","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2016.2600643","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4030459030","display_name":null,"funder_award_id":"CMMI-1362303","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5254519533","display_name":null,"funder_award_id":"FA9550-15-10050","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"},{"id":"https://openalex.org/G6833004606","display_name":null,"funder_award_id":"CMMI-1434419","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G7366401506","display_name":null,"funder_award_id":"CNS-1446665","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320338279","display_name":"Air Force Office of Scientific Research","ror":"https://ror.org/011e9bt93"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W291003596","https://openalex.org/W600148761","https://openalex.org/W1531253382","https://openalex.org/W1914389580","https://openalex.org/W1989260982","https://openalex.org/W1994616650","https://openalex.org/W2001828104","https://openalex.org/W2004001705","https://openalex.org/W2007382693","https://openalex.org/W2009493601","https://openalex.org/W2009797711","https://openalex.org/W2066623346","https://openalex.org/W2066841054","https://openalex.org/W2070709745","https://openalex.org/W2082880083","https://openalex.org/W2084260228","https://openalex.org/W2086161653","https://openalex.org/W2091638851","https://openalex.org/W2097115711","https://openalex.org/W2108916630","https://openalex.org/W2109722160","https://openalex.org/W2115020145","https://openalex.org/W2124289529","https://openalex.org/W2134911329","https://openalex.org/W2149479912","https://openalex.org/W2150152677","https://openalex.org/W2171830216","https://openalex.org/W2235056388","https://openalex.org/W2565654137","https://openalex.org/W2569979269","https://openalex.org/W2798579099","https://openalex.org/W2963644203","https://openalex.org/W3020944613","https://openalex.org/W3125612732","https://openalex.org/W4233358567","https://openalex.org/W4234369034","https://openalex.org/W4236148940","https://openalex.org/W4243772471","https://openalex.org/W4249853299","https://openalex.org/W4302569395","https://openalex.org/W6651597697","https://openalex.org/W6681845865","https://openalex.org/W6685327182","https://openalex.org/W6692173888","https://openalex.org/W6710755393","https://openalex.org/W6731662666","https://openalex.org/W6987391319"],"related_works":["https://openalex.org/W2124181538","https://openalex.org/W1978379809","https://openalex.org/W3207830353","https://openalex.org/W4286899070","https://openalex.org/W4323366756","https://openalex.org/W2734989445","https://openalex.org/W2403770454","https://openalex.org/W4285259204","https://openalex.org/W4224283474","https://openalex.org/W4388209346"],"abstract_inverted_index":{"We":[0,23,98,119],"present":[1],"new":[2],"algorithms":[3],"for":[4,113],"simulation":[5],"optimization":[6],"using":[7],"random":[8,51],"directions":[9],"stochastic":[10],"approximation":[11],"(RDSA).":[12],"These":[13],"include":[14],"first-order":[15,115],"(gradient)":[16],"as":[17,19,27,29],"well":[18,28],"second-order":[20,117],"(Newton)":[21],"schemes.":[22,118],"incorporate":[24],"both":[25,33,104,114],"continuous-valued":[26],"discrete-valued":[30],"perturbations":[31,73,91],"into":[32],"types":[34],"of":[35,87,103,134,142],"algorithms.":[36],"The":[37],"former":[38],"are":[39,57,146],"chosen":[40],"to":[41,148],"be":[42],"independent":[43],"and":[44,74,92,106,109,116],"identically":[45],"distributed":[46,50],"(i.i.d.)":[47],"symmetric":[48],"uniformly":[49],"variables":[52],"(r.v.),":[53],"while":[54],"the":[55,81,100,130,150],"latter":[56],"i.i.d.":[58],"asymmetric":[59,131],"Bernoulli":[60,132],"r.v.s.":[61],"Our":[62],"Newton":[63,84,135],"algorithm,":[64],"with":[65],"a":[66],"novel":[67],"Hessian":[68,107],"estimation":[69],"scheme,":[70],"requires":[71,89],"N-dimensional":[72],"three":[75],"loss":[76,94],"measurements":[77,95],"per":[78,96],"iteration,":[79],"whereas":[80],"simultaneous":[82],"perturbation":[83],"search":[85],"algorithm":[86],"[1]":[88],"2N-dimensional":[90],"four":[93],"iteration.":[97],"prove":[99],"asymptotic":[101,110,122],"unbiasedness":[102],"gradient":[105],"estimates":[108],"(strong)":[111],"convergence":[112],"also":[120],"provide":[121],"normality":[123],"results,":[124],"which":[125],"in":[126],"particular":[127],"establish":[128],"that":[129],"variant":[133],"RDSA":[136],"method":[137],"is":[138],"better":[139],"than":[140],"2SPSA":[141],"[1].":[143],"Numerical":[144],"experiments":[145],"used":[147],"validate":[149],"theoretical":[151],"results.":[152]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
