ComplexSPSA

Description

A package on Julia for the implementation of stochastic optimizers of real functions on many complex variables, currently under development by Jorge Gidi for the Quantum Information Group from the Universidad de Concepción, Chile.

This package is still on an early stage of development.

Installation

While this package is available on github, it has not (yet) been registered into the Julia ecosystem. Anyways, Julia is capable of cloning, installing and keeping track of this package automatically. To install it, just open a Julia session in a terminal or a Jupyter Notebook, and run

using Pkg
pkg"add https://github.com/jgidi/ComplexSPSA.jl"

Assuming the process has ended successfully, ComplexSPSA.jl will be installed and you can now access its functionalities by means of

using ComplexSPSA

and may be updated, as any other package, with

using Pkg
pkg"update ComplexSPSA"

About the algorithms

The algorithms hereafter presented are based upon the Simultaneous Perturbation Stochastic Optimization (SPSA) method for real functions of real variables.