module Math.Optimization.SPSA ( -- Package spsa provides the Simultaneous Perturbation Stochastic Approximation method. -- -- Much of the notation is taken from Introduction To Stochastic Search and Optimization -- (ISSO), James Spall's book on Stochastic Optimization. (published by Wiley 2003) -- module Math.Optimization.SPSA.Types, module Math.Optimization.SPSA.Optimize, module Math.Optimization.SPSA.Construction ) where import Math.Optimization.SPSA.Types ( StateSPSA, defaultSPSA, setLoss, setConstraint, pushStopCrit, setGainA, setGainC, setPerturbation, StoppingCriteria(..), LossFn, ConstraintFn) import Math.Optimization.SPSA.Optimize import Math.Optimization.SPSA.Construction