Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains (Q3187981)
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English | Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains |
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Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains (English)
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16 August 2016
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stochastic algorithms
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numerical optimization
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Markov chains
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Markov chain Monte Carlo
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comparison-based
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linear convergence
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invariance
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adaptive randomized search
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adaptive algorithms
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derivative-free optimization
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non-quasi-convex
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