A proof of convergence of general stochastic search for global minimum

DOI10.1080/10236190701396560zbMath1136.60006OpenAlexW2011347095MaRDI QIDQ5433504

Jerzy Ombach

Publication date: 9 January 2008

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236190701396560

zbMATH Keywords

global optimizationiterated function system

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic programming (90C15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Convergence of probability measures (60B10)

Related Items (3)

Nonautonomous stochastic search in global optimization ⋮ Nonautonomous stochastic search for global minimum in continuous optimization ⋮ Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective

Cites Work

• On the gap between random dynamical systems and continuous skew products
• Stability of evolutionary algorithms
• The interior-point revolution in optimization: History, recent developments, and lasting consequences

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