Nonautonomous Stochastic Search in Global Optimization

被引：4
作者：
Ombach, Jerzy [1 ]
Tarlowski, Dawid [1 ]
机构：
[1] Uniwersytet Jagiellonski, Inst Matematyki, Wydzial Matematyki & Informatyki, PL-30348 Krakow, Poland
来源：
JOURNAL OF NONLINEAR SCIENCE | 2012年 / 22卷 / 02期
关键词：
Global optimization; Stochastic algorithm; Random search; Foias operator; Lyapunov function; CONVERGENCE;
D O I：
10.1007/s00332-011-9112-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We present a general method how to prove convergence of a sequence of random variables generated by a nonautonomous scheme of the form X-t = T-t(Xt-1, Y-t), where Y-t represents randomness, used as an approximation of the set of solutions of the global optimization problem with a continuous cost function. We show some of its applications.
引用
收藏
页码：169 / 185
页数：17
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