This article is cited in 21 papers

On the convergence rate of the Markov homogeneous monotone optimization method

A. S. Tikhomirov

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

Abstract: An estimate of the convergence rate of some homogeneous Markov monotone random search optimization algorithms is obtained.

Key words: random search, global optimization, estimate of convergence rate.

UDC: 519.676

Received: 17.05.2006

 English version: Computational Mathematics and Mathematical Physics, 2007, 47:5, 780–790

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