This is a list of course materials and comments. I will post new files, website links, and comments as we move through the course.
Appendix A
Appendix B
Appendix C
Chapter 1
Chapter 2
Chapter 3
Chapter 4
Chapter 5
Chapter 6
Chapter 7
Adaptive (2nd-order) SPSA
Appendix E
Chapter 8
Project proposal and ideas (log in with usual course password)
Hill, S. D. (2014), “Discrete Optimization with Noisy Objective Function Measurements,” in Wiley Encyclopedia of Operations Research and Management Science, Wiley, Hoboken, NJ.
Chapter 12
Chapter 00--Discrete Optimization with Noisy Loss Measurements
Chapter 9
Chapter 10
Overall comparison of algorithms (log in with usual course password)
Final project instructions