c-SPSA: Cluster-wise simultaneous perturbation stochastic approximation algorithm and its application to dynamic origindestination matrix estimation
c-SPSA, a modified SPSA algorithm is proposed for dynamic OD matrix estimation. Unknown elements are segmented in homogenous clusters. Gradient is estimated by cluster-wise simultaneous perturbation of elements. c-SPSA outperforms SPSA in stability, solution quality and computational efficiency. Cluster-specific algorithmic parameters provide great improvement.
spsa stochastic approximation origindestination (od) matrix estimation k-means clustering gradient estimation bias