This article is cited in 25 papers

On the Markov homogeneous optimization method

A. S. Tikhomirov

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

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

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

UDC: 519.658

Received: 02.03.2004
Revised: 04.10.2005

 English version: Computational Mathematics and Mathematical Physics, 2006, 46:3, 361–375

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