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On the convergence rate of the Markov homogeneous monotone optimization method - MaRDI portal

On the convergence rate of the Markov homogeneous monotone optimization method

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Publication:5438131

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DOI10.1134/S0965542507050053zbMath1231.90306MaRDI QIDQ5438131

A. S. Tikhomirov

Publication date: 22 January 2008

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

global optimization random search convergence velocity Markov's algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (3)

On geometric convergence rate of Markov search towards the fat target ⋮ On the convergence rate issues of general Markov search for global minimum ⋮ On asymptotic convergence rate of random search

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