48942

Автор(ы): 

Автор(ов): 

3

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Iterative MC-Algorithm to Solve the Global Optimization Problems

ISBN/ISSN: 

0005-1179

DOI: 

10.1134/S0005117917020060

Наименование источника: 

  • AUTOMATION AND REMOTE CONTROL

Обозначение и номер тома: 

Vol. 78, No. 2

Город: 

  • Москва

Издательство: 

  • Pleiades Publishing, Ltd.

Год издания: 

2017

Страницы: 

261-275
Аннотация
A new method was proposed to solve the global minimization problems of the H¨older 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.

Библиографическая ссылка: 

Попков Ю.С., Дарховский Б.С., Попков А.Ю. Iterative MC-Algorithm to Solve the Global Optimization Problems // AUTOMATION AND REMOTE CONTROL. 2017. Vol. 78, No. 2. С. 261-275.