{"id":"https://openalex.org/W2963005284","doi":"https://doi.org/10.1109/tac.2019.2930821","title":"Random Directions Stochastic Approximation With Deterministic Perturbations","display_name":"Random Directions Stochastic Approximation With Deterministic Perturbations","publication_year":2019,"publication_date":"2019-07-24","ids":{"openalex":"https://openalex.org/W2963005284","doi":"https://doi.org/10.1109/tac.2019.2930821","mag":"2963005284"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2019.2930821","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2019.2930821","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":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1808.02871.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5068379567","display_name":"L. A. Prashanth","orcid":null},"institutions":[{"id":"https://openalex.org/I24676775","display_name":"Indian Institute of Technology Madras","ror":"https://ror.org/03v0r5n49","country_code":"IN","type":"education","lineage":["https://openalex.org/I24676775"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"L.A. Prashanth","raw_affiliation_strings":["Department of Computer Science and Engineering, Indian Institute of Technology Madras, Chennai, India"],"raw_orcid":"https://orcid.org/0000-0003-0362-6730","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering, Indian Institute of Technology Madras, Chennai, India","institution_ids":["https://openalex.org/I24676775"]}]},{"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/I4210151956","display_name":"Robert Bosch (India)","ror":"https://ror.org/04my8ty22","country_code":"IN","type":"company","lineage":["https://openalex.org/I4210151956","https://openalex.org/I889804353"]},{"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 and the Robert Bosch Centre for Cyber Physical Systems, Indian Institute of Science, Bangalore, India"],"raw_orcid":"https://orcid.org/0000-0001-7644-3914","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Automation and the Robert Bosch Centre for Cyber Physical Systems, Indian Institute of Science, Bangalore, India","institution_ids":["https://openalex.org/I4210151956","https://openalex.org/I59270414"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023522093","display_name":"Nirav Bhavsar","orcid":"https://orcid.org/0000-0002-9588-4771"},"institutions":[{"id":"https://openalex.org/I24676775","display_name":"Indian Institute of Technology Madras","ror":"https://ror.org/03v0r5n49","country_code":"IN","type":"education","lineage":["https://openalex.org/I24676775"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Nirav Bhavsar","raw_affiliation_strings":["Department of Computer Science and Engineering, Indian Institute of Technology Madras, Chennai, India"],"raw_orcid":"https://orcid.org/0000-0002-9588-4771","affiliations":[{"raw_affiliation_string":"Department of Computer Science and Engineering, Indian Institute of Technology Madras, Chennai, India","institution_ids":["https://openalex.org/I24676775"]}]},{"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 and Institute for Systems Research, University of Maryland, College Park, USA"],"raw_orcid":"https://orcid.org/0000-0003-2105-4932","affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business and Institute for Systems Research, University of Maryland, College Park, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013807415","display_name":"Steven I. Marcus","orcid":"https://orcid.org/0000-0002-4926-9567"},"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":"Steven I. Marcus","raw_affiliation_strings":["Department of Electrical and Computer Engineering and Institute for Systems Research, University of Maryland, College Park, USA"],"raw_orcid":"https://orcid.org/0000-0002-4926-9567","affiliations":[{"raw_affiliation_string":"Department of Electrical and Computer Engineering and Institute for Systems Research, University of Maryland, College Park, USA","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.1863,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.81050742,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"65","issue":"6","first_page":"2450","last_page":"2465"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9919999837875366,"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":0.9919999837875366,"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/T10136","display_name":"Statistical Methods and Inference","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9840999841690063,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hessian-matrix","display_name":"Hessian matrix","score":0.8082443475723267},{"id":"https://openalex.org/keywords/stochastic-approximation","display_name":"Stochastic approximation","score":0.6041945815086365},{"id":"https://openalex.org/keywords/simultaneous-perturbation-stochastic-approximation","display_name":"Simultaneous perturbation stochastic approximation","score":0.5908912420272827},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5818192362785339},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.5390649437904358},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5357555150985718},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5330276489257812},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.4879102408885956},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.47496554255485535},{"id":"https://openalex.org/keywords/perturbation","display_name":"Perturbation (astronomy)","score":0.4713898301124573},{"id":"https://openalex.org/keywords/approximation-algorithm","display_name":"Approximation algorithm","score":0.46928441524505615},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4387098252773285},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.3997313380241394},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35303711891174316},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3496830463409424}],"concepts":[{"id":"https://openalex.org/C203616005","wikidata":"https://www.wikidata.org/wiki/Q620495","display_name":"Hessian matrix","level":2,"score":0.8082443475723267},{"id":"https://openalex.org/C55479107","wikidata":"https://www.wikidata.org/wiki/Q97663916","display_name":"Stochastic approximation","level":3,"score":0.6041945815086365},{"id":"https://openalex.org/C2779880469","wikidata":"https://www.wikidata.org/wiki/Q17084424","display_name":"Simultaneous perturbation stochastic approximation","level":3,"score":0.5908912420272827},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5818192362785339},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.5390649437904358},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5357555150985718},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5330276489257812},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.4879102408885956},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.47496554255485535},{"id":"https://openalex.org/C177918212","wikidata":"https://www.wikidata.org/wiki/Q803623","display_name":"Perturbation (astronomy)","level":2,"score":0.4713898301124573},{"id":"https://openalex.org/C148764684","wikidata":"https://www.wikidata.org/wiki/Q621751","display_name":"Approximation algorithm","level":2,"score":0.46928441524505615},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4387098252773285},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.3997313380241394},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35303711891174316},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3496830463409424},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"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":3,"locations":[{"id":"doi:10.1109/tac.2019.2930821","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2019.2930821","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"},{"id":"pmh:oai:eprints.iisc.ac.in:65718","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401429","display_name":"ePrints@IISc (Indian Institute of Science)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I59270414","host_organization_name":"Indian Institute of Science Bangalore","host_organization_lineage":["https://openalex.org/I59270414"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},{"id":"mag:2887882632","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1808.02871.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null}],"best_oa_location":{"id":"mag:2887882632","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1808.02871.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},"sustainable_development_goals":[],"awards":[{"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"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1964211927","https://openalex.org/W1975193898","https://openalex.org/W1994616650","https://openalex.org/W2009797711","https://openalex.org/W2012117977","https://openalex.org/W2026180980","https://openalex.org/W2066841054","https://openalex.org/W2076037361","https://openalex.org/W2084260228","https://openalex.org/W2097115711","https://openalex.org/W2115020145","https://openalex.org/W2124289529","https://openalex.org/W2125852847","https://openalex.org/W2134911329","https://openalex.org/W2147632348","https://openalex.org/W2150152677","https://openalex.org/W2235056388","https://openalex.org/W2493209382","https://openalex.org/W2565654137","https://openalex.org/W2569979269","https://openalex.org/W2795561155","https://openalex.org/W2798579099","https://openalex.org/W2950882283","https://openalex.org/W2963005284","https://openalex.org/W2963644203","https://openalex.org/W3020944613","https://openalex.org/W3122901329","https://openalex.org/W4233358567","https://openalex.org/W4234369034","https://openalex.org/W4243252653","https://openalex.org/W4247751159","https://openalex.org/W6710755393","https://openalex.org/W6731662666","https://openalex.org/W6750027077","https://openalex.org/W6766204045"],"related_works":["https://openalex.org/W3011817532","https://openalex.org/W2038213655","https://openalex.org/W2079907724","https://openalex.org/W2546134129","https://openalex.org/W359561291","https://openalex.org/W1994333428","https://openalex.org/W2118205332","https://openalex.org/W1574974856","https://openalex.org/W2157017986","https://openalex.org/W2069500793"],"abstract_inverted_index":{"We":[0,34],"introduce":[1],"deterministic":[2],"perturbation":[3],"(DP)":[4],"schemes":[5],"for":[6,73],"the":[7,22,27,37,43,53,65,68,74,91],"recently":[8],"proposed":[9],"random":[10],"directions":[11],"stochastic":[12],"approximation,":[13],"and":[14,18,70,80],"propose":[15],"new":[16],"first-order":[17,69],"second-order":[19,29,71],"algorithms.":[20],"In":[21],"latter":[23],"case,":[24],"these":[25],"are":[26,48,55,87],"first":[28],"algorithms":[30,45,54],"to":[31,63,89],"incorporate":[32],"DPs.":[33],"show":[35],"that":[36,52],"gradient":[38],"and/or":[39],"Hessian":[40],"estimates":[41],"in":[42],"resulting":[44],"with":[46],"DPs":[47],"asymptotically":[49],"unbiased,":[50],"so":[51],"provably":[56],"convergent.":[57],"Furthermore,":[58],"we":[59],"derive":[60],"convergence":[61],"rates":[62],"establish":[64],"superiority":[66],"of":[67,77],"algorithms,":[72],"special":[75],"case":[76],"a":[78],"convex":[79],"quadratic":[81],"optimization":[82],"problem,":[83],"respectively.":[84],"Numerical":[85],"experiments":[86],"used":[88],"validate":[90],"theoretical":[92],"results.":[93]},"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":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}