Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains (Q3187981)

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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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