On the rate of convergence of one inhomogeneous Markov algorithm of search for extremum

DOI10.3103/S1063454111040121zbMath1276.90045OpenAlexW2093784123MaRDI QIDQ357763

A. S. Tikhomirov

Publication date: 13 August 2013

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1063454111040121

zbMATH Keywords

global optimizationstochastic optimizationrandom search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Cites Work

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• Speed of convergence as a function of given accuracy for random search methods
• Optimal Markov monotone symmetric random search
• Monotonous random search on a torus: integral upper bounds for the complexity
• Stochastic global optimization.
• Introduction to Stochastic Search and Optimization
• Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
• Expected number of steps of a random optimization method

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