Отправить статью по E-mail Iterative MC-algorithm to solve the global optimization problems
- Авторы: Popkov A.Y.1,2, Darkhovsky B.S.1,2,3, Popkov Y.S.1,2,3
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Учреждения:
- Institute for Systems Analysis
- Moscow Institute of Physics and Technology
- National Research University “Higher School of Economics,”
- Выпуск: Том 78, № 2 (2017)
- Страницы: 261-275
- Раздел: 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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Аннотация
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.
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Об авторах
A. Popkov
Institute for Systems Analysis; Moscow Institute of Physics and Technology
Автор, ответственный за переписку.
Email: apopkov@isa.ru
Россия, 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
Россия, 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
Россия, Moscow; Dolgoprudnyi; Moscow
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