@article{ZVMMF_2006_46_3_a2,
author = {A. S. Tikhomirov},
title = {On the {Markov} homogeneous optimization method},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {379--394},
year = {2006},
volume = {46},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_3_a2/}
}
A. S. Tikhomirov. On the Markov homogeneous optimization method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 3, pp. 379-394. http://geodesic.mathdoc.fr/item/ZVMMF_2006_46_3_a2/
[1] Zhiglyavskii A. A., Zhilinskas A. G., Metody poiska globalnogo ekstremuma, Nauka, M., 1991 | MR
[2] Sushkov Yu. A., “Ob odnom sposobe organizatsii sluchainogo poiska”, Issl. operatsii i statistich. modelirovanie, 1, Izd-vo LGU, L., 1972, 180–186
[3] Abakarov A. Sh., Sushkov Yu. A., “Statisticheskoe issledovanie sluchainogo poiska”, Matem. modeli. Teoriya i prilozh., 2, Izd-vo NIIKh SPbGU, SPb., 2002, 70–86
[4] Abakarov A. Sh., Sushkov Yu. A., “Global optimization: algorithms and software”, Proc. 5th St. Petersburg Workshop on Simulation (St. Petersburg, June 26–July 2, 2005), 1–6
[5] Tikhomirov A. C., Nekrutkin B. B., “Markovskii monotonnyi poisk ekstremuma. Obzor nekotorykh teoreticheskikh rezultatov”, Matem. modeli. Teoriya i prilozh., 4, VVM, SPb., 2004, 3–47
[6] Tikhomirov A. C., “Smesi globalnykh i lokalnykh metodov poiska kak algoritmy optimizatsii”, Zh. vychisl. matem. i matem. fiz., 36:9 (1996), 50–59 | MR
[7] Vasilev F. P., Chislennye metody resheniya ekstremalnykh zadach, Nauka, M., 1988 | MR
[8] Karmanov V. G., Matematicheskoe programmirovanie, Fizmatlit, M., 2000 | Zbl
[9] Nemirovskii A. C., Yudin D. B., Slozhnost zadach i effektivnost metodov optimizatsii, Nauka, M., 1979 | MR
[10] Sukharev A. G., Minimaksnye algoritmy v zadachakh chislennogo analiza, Nauka, M., 1989 | MR | Zbl
[11] Ivanov V. V., “Ob optimalnykh algoritmakh minimizatsii funktsii nekotorykh klassov”, Kibernetika, 1972, no. 4, 81–94 | Zbl
[12] Tikhomirov A. C., O trudoemkosti odnorodnogo markovskogo monotonnogo poiska ekstremuma, Dep. v VINITI No 1452-V2004. Dep., 66 pp.
[13] Tikhomirov A. C., O skorosti skhodimosti odnorodnogo markovskogo monotonnogo poiska ekstremuma, Dep. v VINITI No 1934-V2004. Dep., 44 pp.
[14] Tikhomirov A. S., “On a class of fast random search methods”, Proc. 5th St. Petersburg Workshop on Simulation (St. Petersburg, June 26–July 2, 2005), 687–690