On a random search of a global extremum
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 129-134
The problem of a global optimization of a function defined on a compact metric space is studied. We propose algorithms for the construction of sequences of probability distributions converging to the distribution concentrated at the point of global extremum.
@article{TVP_1983_28_1_a7,
author = {S. M. Ermakov and {\CYRA}. {\CYRA}. \v{Z}igljavskiǐ},
title = {On a random search of a~global extremum},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {129--134},
year = {1983},
volume = {28},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a7/}
}
S. M. Ermakov; А. А. Žigljavskiǐ. On a random search of a global extremum. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 1, pp. 129-134. http://geodesic.mathdoc.fr/item/TVP_1983_28_1_a7/