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Fast adaptive SPSA This repository contains the folders `tex` and `src`. The `src` repository contains the code used to perform the speed-accuracy evaluations of Fast Adaptive SPSA. The algorithms are written in the files. | SPSA.m | | Adaptive2SPSA.m | | FeedbackAdaptive2SPSA.m | | EfficientAdaptive2SPSA.m | | EfficientFeedbackAdaptive2SPSA.m | These algorithms were called by the main functions in `sso_project.m` which were used to generate plots and tables for the paper on the `quartic` and `rosenbrock` functions. TODO : 25 November Update: 30 November [ ] 1. Code the 2SG case. [ ] 2. Flop analysis Numerical study with gradient based algorithm.