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Complex Simultaneous Perturbation Stochastic Approximation. Optimization of real functions on complex variables

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Complex Simultaneous Perturbation Stochastic Approximation

This repository holds a Julia source code implementation for the CSPSA optimization method for real-valued functions of complex variables.

The CSPSA method and its variants correspond to complex generalizations of the SPSA method.

For more information, visit the official documentation.

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Complex Simultaneous Perturbation Stochastic Approximation. Optimization of real functions on complex variables

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