Geodesic
On the convergence rate of the Markov homogeneous monotone optimization method
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 5, pp. 817-828
Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

An estimate of the convergence rate of some homogeneous Markov monotone random search optimization algorithms is obtained. 
@article{ZVMMF_2007_47_5_a4,
     author = {A. S. Tikhomirov},
     title = {On the convergence rate of the {Markov} homogeneous monotone optimization method},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {817--828},
     year = {2007},
     volume = {47},
     number = {5},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_5_a4/}
}
TY  - JOUR
AU  - A. S. Tikhomirov
TI  - On the convergence rate of the Markov homogeneous monotone optimization method
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2007
SP  - 817
EP  - 828
VL  - 47
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_5_a4/
LA  - ru
ID  - ZVMMF_2007_47_5_a4
ER  - 
%0 Journal Article
%A A. S. Tikhomirov
%T On the convergence rate of the Markov homogeneous monotone optimization method
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2007
%P 817-828
%V 47
%N 5
%U http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_5_a4/
%G ru
%F ZVMMF_2007_47_5_a4
A. S. Tikhomirov. On the convergence rate of the Markov homogeneous monotone optimization method. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 5, pp. 817-828. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_5_a4/

[1] Tikhomirov A. C., “Ob odnorodnom markovskom monotonnom poiske ekstremuma”, Zh. vychisl. matem. i matem. fiz., 46:3 (2006), 379–394 | MR | Zbl

[2] Zhiglyavskii A. A., Matematicheskaya teoriya globalnogo sluchainogo poiska, Izd-vo LGU, L., 1985 | MR

[3] Zhiglyavskii A. A., Zhilinskas A. G., Metody poiska globalnogo ekstremuma, Nauka, M., 1991 | MR

[4] Rastrigin L. A., Statisticheskie metody poiska, Nauka, M., 1968 | MR

[5] Sushkov Yu. A., “Ob odnom sposobe organizatsii sluchainogo poiska”, Issl. operatsii i statistich. modelirovanie, v. 1, Izd-vo LGU, L., 1972, 180–186

[6] Abakarov A. Sh., Sushkov Yu. A., “Statisticheskoe issledovanie sluchainogo poiska”, Matem. modeli. Teoriya i prilozh., v. 2, Izd-vo NIIKh SPbGU, SPb., 2002, 70–86

[7] Abakarov A. Sh., Sushkov Yu. A., “Adaptatsiya sluchainogo poiska s ispolzovaniem logisticheskoi krivoi”, Matem. modeli. Teoriya i prilozh., v. 6, VVM, SPb., 2005, 67–75

[8] 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

[9] Spall J. C., Hill S. D., Stark D. R., “Theoretical framework for comparing several stochastic optimization approaches”, Probabilistic and Randomized Methods for Design Under Uncertainty, Springer, London, 2006, 99–117 | Zbl

[10] Sukharev A. G., Minimaksnye algoritmy v zadachakh chislennogo analiza, Nauka, M., 1989 | MR | Zbl

[11] Tikhomirov A. C., Nekrutkin V. V., “Markovskii monotonnyi poisk ekstremuma. Obzor nekotorykh teoreticheskikh rezultatov”, Matem. modeli. Teoriya i prilozh., v. 4, VVM, SPb., 2004, 3–47

[12] Tikhomirov A. C., “Smesi globalnykh i lokalnykh metodov poiska kak algoritmy optimizatsii”, Zh. vychisl. matem. i matem. fiz., 36:9 (1996), 50–59 | MR

[13] Tikhomirov A. C., O trudoemkosti odnorodnogo markovskogo monotonnogo poiska ekstremuma, Dep. v VINITI No 1452-V2004. Dep., 66 pp.

[14] Tikhomirov A. C., O skorosti skhodimosti odnorodnogo markovskogo monotonnogo poiska ekstremuma, Dep. v VINITI No 1934-V2004. Dep., 44 pp.

[15] Vasilev F. P., Chislennye metody resheniya ekstremalnykh zadach, Nauka, M., 1988 | MR

[16] Karmanov V. G., Matematicheskoe programmirovanie, Fizmatlit, M., 2000 | Zbl

[17] Nemirovskii A. C., Yudin D. B., Slozhnost zadach i effektivnost metodov optimizatsii, Nauka, M., 1979 | MR

[18] Ivanov V. V., “Ob optimalnykh algoritmakh minimizatsii funktsii nekotorykh klassov”, Kibernetika, 1972, no. 4, 81–94 | Zbl

[19] Granichin O. N., Polyak B. T., Randomizirovannye algoritmy otsenivaniya i optimizatsii pri pochti proizvolnykh pomekhakh, Nauka, M., 2003