Iterative MC-algorithm to solve the global optimization problems


如何引用文章

全文:

开放存取 开放存取
受限制的访问 ##reader.subscriptionAccessGranted##
受限制的访问 订阅存取

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

补充文件

附件文件
动作
1. JATS XML

版权所有 © Pleiades Publishing, Ltd., 2017