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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2006, Volume 46, Number 3, Pages 379–394
(Mi zvmmf496)
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This article is cited in 25 scientific papers (total in 25 papers)
On the Markov homogeneous optimization method
A. S. Tikhomirov Novgorod State University, ul. Sankt-Peterburgskaya 41, Velikiy Novgorod, 173003, Russia
Abstract:
Estimates of the convergence rate of some homogeneous Markov monotone random search optimization methods are given.
Key words:
random search, global optimization, estimates of convergence rate.
Received: 02.03.2004 Revised: 04.10.2005
Citation:
A. S. Tikhomirov, “On the Markov homogeneous optimization method”, Zh. Vychisl. Mat. Mat. Fiz., 46:3 (2006), 379–394; Comput. Math. Math. Phys., 46:3 (2006), 361–375
Linking options:
https://www.mathnet.ru/eng/zvmmf496 https://www.mathnet.ru/eng/zvmmf/v46/i3/p379
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