|
MATHEMATICS
Methods for estimating the global maximum point and the integral of a continuous function on a compact set
B. S. Darkhovsky Federal Research Center Computer Science and Control of the Russian Academy of Sciences, Moscow, Russian Federation
Abstract:
A new approach to the problems of estimating the global maximum point and the integral of a continuous function on a compact set is proposed. The approach combines a simple Monte Carlo method and the ideas of the Lebesgue theory of measure and integration. Quality estimates for the proposed methods are given.
Keywords:
global optimization, multidimensional integration, Monte Carlo method.
Citation:
B. S. Darkhovsky, “Methods for estimating the global maximum point and the integral of a continuous function on a compact set”, Dokl. RAN. Math. Inf. Proc. Upr., 492 (2020), 20–23; Dokl. Math., 101:3 (2020), 189–191
Linking options:
https://www.mathnet.ru/eng/danma65 https://www.mathnet.ru/eng/danma/v492/p20
|
|