Nonautonomous stochastic search in global optimization

DOI10.1007/s00332-011-9112-3zbMath1275.90047OpenAlexW2061167088MaRDI QIDQ453726

Dawid Tarłowski, Jerzy Ombach

Publication date: 27 September 2012

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00332-011-9112-3

zbMATH Keywords

global optimizationLyapunov functionrandom searchstochastic algorithmFoias operator

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (4)

On geometric convergence rate of Markov search towards the fat target ⋮ On the convergence rate issues of general Markov search for global minimum ⋮ Nonautonomous stochastic search for global minimum in continuous optimization ⋮ Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective

Cites Work

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• On Accelerated Random Search
• The interior-point revolution in optimization: History, recent developments, and lasting consequences
• A proof of convergence of general stochastic search for global minimum

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