On the rate of convergence of one inhomogeneous Markov algorithm of search for extremum
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Publication:357763
DOI10.3103/S1063454111040121zbMATH Open1276.90045OpenAlexW2093784123MaRDI QIDQ357763FDOQ357763
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
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Cites Work
- Introduction to Stochastic Search and Optimization
- Speed of convergence as a function of given accuracy for random search methods
- Optimal Markov monotone symmetric random search
- Monotonous random search on a torus: integral upper bounds for the complexity
- Stochastic global optimization.
- Title not available (Why is that?)
- Rates of Convergence for a Class of Global Stochastic Optimization Algorithms
- Theoretical framework for comparing several stochastic optimization approaches
- Title not available (Why is that?)
- Expected number of steps of a random optimization method
Cited In (12)
- On the convergence of markovian stochastic algorithms with rapidly decreasing ergodicity rates
- Lower bounds on the convergence rate of the Markov symmetric random search
- Lower bounds on the convergence rate of the Markov symmetric random search
- Title not available (Why is that?)
- Search schemes for random optimization algorithms that preserve the asymptotic distribution
- Optimal order of accuracy of search algorithms in stochastic optimization
- Convergence of a random algorithm for function 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
- Title not available (Why is that?)
- On the convergence of inhomogeneous Markov chains approximating equilibrium placements of flexible objects
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