Nonautonomous stochastic search in global optimization

DOI10.1007/S00332-011-9112-3MaRDI QIDQ453726zbMATH OpenOpenAlexFDO

Authors Jerzy Ombach, Dawid Tarłowski

Publication date 27 September 2012

Published in Journal of Nonlinear Science (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s00332-011-9112-3

zbMATH Keywords

global optimizationLyapunov functionstochastic algorithmrandom searchFoias operator

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic programming (90C15)

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Cites work

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• A proof of convergence of general stochastic search for global minimum
• Convergence of nonautonomous evolutionary algorithm
• Convergence of the simulated annealing algorithm for continuous global optimization
• GEM: A novel evolutionary optimization method with improved neighborhood search
• Iterated Random Functions
• On Accelerated Random Search
• Stability of evolutionary algorithms
• The interior-point revolution in optimization: History, recent developments, and lasting consequences

Cited in

(7)

• A perturbed martingale approach to global optimization
• Nonautonomous stochastic search for global minimum in continuous optimization
• Convergence of nonautonomous evolutionary algorithm
• On the convergence rate issues of general Markov search for global minimum
• Sufficient conditions for the convergence of non-autonomous stochastic search for a global minimum
• On geometric convergence rate of Markov search towards the fat target
• Global convergence of discrete-time inhomogeneous Markov processes from dynamical systems perspective

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