2017
DOI: 10.1016/j.ins.2017.02.014
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A novel technique for stochastic root-finding: Enhancing the search with adaptive d-ary search

Abstract: The most fundamental problem encountered in the field of stochastic optimization, is the Stochastic Root Finding (SRF) problem where the task is to locate an unknown point x * for which g(x *) = 0 for a given function g that can only be observed in the presence of noise [15]. The vast majority of the state-of-the-art solutions to the SRF problem involve the theory of stochastic approximation. The premise of the latter family of algorithms is to operate by means of so-called "small-step" processes that explore … Show more

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Cited by 5 publications
(4 citation statements)
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References 33 publications
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“…In this paper, we introduce an adaptive control mechanism to control the mobility of thermocline sensors to improve the link stability in underwater networks. We model the problem as a variant of the SPL problem [14,20,25]. In a similar manner to SPL, the LMA is only allowed to move only into two directions.…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…In this paper, we introduce an adaptive control mechanism to control the mobility of thermocline sensors to improve the link stability in underwater networks. We model the problem as a variant of the SPL problem [14,20,25]. In a similar manner to SPL, the LMA is only allowed to move only into two directions.…”
Section: Resultsmentioning
confidence: 99%
“…The SPL has been successfully applied in different domains such as binomial estimation [24], quantile estimation [21,22], stochastic root finding [25] and solving the non-linear stochastic knapsack problem [6,23].…”
Section: Legacy Stochastic Point Location Solutionsmentioning
confidence: 99%
“…Yazidi et al [32], proposed a new variant of SPL, to find the root of a stochastic equation, where the equation may have one or more unknowns and the solution is found through a process of iterative search and pruning using an adaptive d-ary search approach. In their approach, they consider a non-constant probability and non-symmetry responses of the "environment", which makes a more accurate and efficient approach to stochastic root-finding problems than in previous cases where probability was assumed to be constant and symmetric.…”
Section: Introductionmentioning
confidence: 99%
“…In [30], it is proposed to apply the SPL paradigm to solve the stochastic root finding problem which is a well-known stochastic optimization problem. The classical solution to solve this problem is based on stochastic approximation.…”
Section: Introductionmentioning
confidence: 99%