Further information:
James C. Spall
Johns Hopkins University
Applied Physics Laboratory
11100 Johns Hopkins Rd.
Laurel, MD 20723-6099
USA

Video

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Introduction to Comparison of FDSA and SPSA
Visualization and Efficiency for 2-Dimensional Optimization Problem
FDSA Performance
SPSA Performance
FDSA vs. SPSA Performance
Efficiency of 20-Dimensional Optimization Problem
Concluding Remarks