Recursion algorithms for search optimization in relative noise. I: Maximal possibilities (Q1101007)
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scientific article; zbMATH DE number 4045468
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| English | Recursion algorithms for search optimization in relative noise. I: Maximal possibilities |
scientific article; zbMATH DE number 4045468 |
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Recursion algorithms for search optimization in relative noise. I: Maximal possibilities (English)
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1987
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We examine the problems of search optimization in noise whose intensity is functionally connected with the deviation from an unknown extremum. The maximal possibilities of stochastic recursion optimization algorithms relative to these problems are studied. We will analyze variants of these problems for which the order of the maximal possible asymptotic convergence can be evaluated explicitly for these algorithms.
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search optimization
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stochastic recursion optimization
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maximal possible asymptotic convergence
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0.8909177780151367
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0.7598246932029724
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