On geometric convergence rate of Markov search towards the fat target

DOI10.1016/j.orl.2017.10.016OpenAlexW2767376176MaRDI QIDQ2417043

Dawid Tarłowski

Publication date: 11 June 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.10.016

zbMATH Keywords

global optimizationglobal convergenceconvergence rateMarkov search

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Average convergence rate of evolutionary algorithms in continuous optimization

Cites Work

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• Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
• Convergence properties of stochastic optimization procedures
• Real Analysis and Probability
• On the convergence rate of the Markov homogeneous monotone optimization method

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