On the rate of convergence of one inhomogeneous Markov algorithm of search for extremum

DOI10.3103/S1063454111040121MaRDI QIDQ357763zbMATHOpenAlexFDO

Authors A. S. Tikhomirov

Publication date 13 August 2013

Published in Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1063454111040121

zbMATH Keywords

global optimizationstochastic optimizationrandom search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4108054 (Why is no real title available?)
• scientific article; zbMATH DE number 3422187 (Why is no real title available?)
• Expected number of steps of a random optimization method
• Introduction to Stochastic Search and Optimization
• Monotonous random search on a torus: integral upper bounds for the complexity
• Optimal Markov monotone symmetric random search
• Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
• Speed of convergence as a function of given accuracy for random search methods
• Stochastic global optimization.
• Theoretical framework for comparing several stochastic optimization approaches

Cited in

(13)

• Search schemes for random optimization algorithms that preserve the asymptotic distribution
• Lower bounds on the convergence rate of the Markov symmetric random search
• Lower bounds on the convergence rate of the Markov symmetric random search
• On asymptotic convergence rate of random search
• scientific article; zbMATH DE number 4031420 (Why is no real title available?)
• scientific article; zbMATH DE number 4116313 (Why is no real title available?)
• On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates
• Optimal order of accuracy of search algorithms in stochastic optimization
• On the convergence rate of the Markov homogeneous monotone optimization method
• On the complexity of the search of an extremum of a function
• On the convergence rate issues of general Markov search for global minimum
• On the convergence of inhomogeneous Markov chains approximating equilibrium placements of flexible objects
• Convergence of a random algorithm for function optimization

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