Main ISSO Page

  Data Files
 
  Errata
  1st Printing
  ../2nd Printing
  ../3rd Printing
  Excerpts from Preface
  Instructional Material
  PowerPoint Files
  Table of Syllabi showing approximate order of  presentation of subjects Table of Sylabi showing approximate order of  presentation of subjects
MATLAB code (M-files)
  Selected other sites on Stochastic Search and Optimization
  Reviews
  Solutions for Selected Exercises
  Condensed Table of Contents
   
Further Information
James C. Spall
Johns Hopkins University
Applied Physics Laboratory
11100 Johns Hopkins Rd.
Laurel, MD 20723-6099
USA

This is a package of MATLAB programs (M-files) that complement the text. The programs are listed by chapter. Some of the programs that are used to produce results in Introduction to Stochastic Search and Optimization are not included here; hence, not all chapters are listed below. All programs here are in plain text format. To use the programs, you should copy the relevant files to your hard drive or other storage medium. Please cite the source (Web site for Introduction to Stochastic Search and Optimization by J. C. Spall: www.jhuapl.edu/ISSO) if you use any of these programs to produce results in technical reports or scientific or other publications. Additional programs may be added at a later date.

Limit of Liability/Disclaimer of Warranty: These programs are provided as a service to readers. While the publisher and author have used their best efforts in preparing these programs, they make no representation or warranties with respect to the accuracy or completeness of the programs. The programs may not be suitable for your situation. The publisher, the author, the author’s employer (JHU/APL), or MathWorks, Inc. shall not be liable for any loss of profit or any other commercial or noncommercial damages, including, but not limited to, special, incidental, consequential, or other damages.

For general information regarding MATLAB or related products, please consult MathWorks, Inc. at www.mathworks.com. General questions regarding the use or purchase of MATLAB products should not be directed to the publisher or author.

Note: Not all chapters and appendices are represented here. Additional files may be added as they become available.

Chapter

1.

Stochastic Search and Optimization: Motivation and Supporting Results

Chapter

2.

Direct Methods for Stochastic Search

Chapter

3.

Recursive Estimation for Linear Models

Chapter

4.

Stochastic Approximation for Nonlinear Root-Finding

Chapter

5.

Stochastic Gradient Form of Stochastic Approximation

Chapter

6.

Stochastic Approximation and the Finite-Difference Method

Chapter

7.

Simultaneous Perturbation Stochastic Approximation

Chapter

8.

Annealing-Type Algorithms

Chapter

9.

Evolutionary Computation I: Genetic Algorithms

Chapter

10.

Evolutionary Computation II: General Methods and Theory

Chapter

11.

Reinforcement Learning via Temporal Differences

Chapter

12.

Statistical Methods for Optimization in Discrete Problems

Chapter

13.

Model Selection and Statistical Information

Chapter

14.

Simulation-Based Optimization I: Regeneration, Common Random Numbers, and Selection Methods

Chapter

15.

Simulation-Based Optimization II: Stochastic Gradient and Sample Path Methods

Chapter

16.

Markov Chain Monte Carlo

Chapter

17.

Optimal Design for Experimental Inputs