ComplexSPSA.jl

Complex Simultaneous Perturbation Stochastic Approximation. Optimization of real functions on complex variables
Author jgidi
Popularity
5 Stars
Updated Last
2 Years Ago
Started In
September 2021

DOI

Complex Simultaneous Perturbation Stochastic Approximation

This repository holds a Julia source code implementation for the CSPSA optimization method for real-valued functions of complex variables.

The CSPSA method and its variants correspond to complex generalizations of the SPSA method.

For more information, visit the official documentation.