Iterative MC-algorithm to solve the global optimization problems
- 作者: Popkov A.Y.1,2, Darkhovsky B.S.1,2,3, Popkov Y.S.1,2,3
- 
							隶属关系: 
							- Institute for Systems Analysis
- Moscow Institute of Physics and Technology
- National Research University “Higher School of Economics,”
 
- 期: 卷 78, 编号 2 (2017)
- 页面: 261-275
- 栏目: System Analysis and Operations Research
- URL: https://journals.rcsi.science/0005-1179/article/view/150538
- DOI: https://doi.org/10.1134/S0005117917020060
- ID: 150538
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详细
A new method was proposed to solve the global minimization problems of the Hölder functions on compact sets obeying continuous functions. The method relies on the Monte Carlo batch processing intended for constructing the sequences of values of the “quasi-global” minima and their decrements. A numerical procedure was proposed to generate a probabilistic stopping rule whose operability was corroborated by numerous tests and benchmarks with algorithmically defined functions.
作者简介
A. Popkov
Institute for Systems Analysis; Moscow Institute of Physics and Technology
							编辑信件的主要联系方式.
							Email: apopkov@isa.ru
				                					                																			                												                	俄罗斯联邦, 							Moscow; Dolgoprudnyi						
B. Darkhovsky
Institute for Systems Analysis; Moscow Institute of Physics and Technology; National Research University “Higher School of Economics,”
														Email: apopkov@isa.ru
				                					                																			                												                	俄罗斯联邦, 							Moscow; Dolgoprudnyi; Moscow						
Yu. Popkov
Institute for Systems Analysis; Moscow Institute of Physics and Technology; National Research University “Higher School of Economics,”
														Email: apopkov@isa.ru
				                					                																			                												                	俄罗斯联邦, 							Moscow; Dolgoprudnyi; Moscow						
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