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README

README

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.