... of an optimization problem with nonlinear and linear constraints where the true gradients that cannot be computed analytically are approximated by ensemble-based stochastic gradients based on an improved stochastic simplex approximate gradient (StoSAG). For the most part, our discussion is focused on the application...

... here, for convergence, we require that (8) 0 ≤ J ( x ℓ ) J ( x ℓ − 1 ) max ⁡ { J ( x ℓ ) , 1 } < ε j , and Abstract Optimization algorithms that incorporate a stochastic gradient (SPSA, simplex, EnOpt) are easy to implement...