On the Markov homogeneous optimization method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 46 (2006) no. 3, pp. 379-394
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Estimates of the convergence rate of some homogeneous Markov monotone random search optimization methods are given.
@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},
publisher = {mathdoc},
volume = {46},
number = {3},
year = {2006},
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/