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On the Markov homogeneous optimization method

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Abstract

Estimates of the convergence rate of some homogeneous Markov monotone random search optimization methods are given.

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Authors and Affiliations

  1. Novgorod State University, ul. Sankt-Peterburgskaya 41, Velikiy Novgorod, 173003, Russia

    A. S. Tikhomirov

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  1. A. S. Tikhomirov
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Original Russian Text © A. S. Tikhomirov, 2006, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2006, Vol. 46, No. 3, pp. 379–394.

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Tikhomirov, A.S. On the Markov homogeneous optimization method. Comput. Math. and Math. Phys. 46, 361–375 (2006). https://doi.org/10.1134/S0965542506030031

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  • DOI: https://doi.org/10.1134/S0965542506030031

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