A program that implements a Markov homogeneous monotonous random search algorithm of an extremum with Ingber's distribution is presented. This program allows to solve a fairly wide class of problems of finding the global extremum of an objective function with a high accuracy.
Translated title of the contributionМатериалы международной научно-практической конференции «Математическое моделирование, программирование и прикладная математика», г. Великий Новгород,
Original languageEnglish
Title of host publicationInternational Scientific and Practical Conference on Mathematical Modeling, Programming and Applied Mathematics (MMPAM'2019)
Subtitle of host publicationProceedings of a meeting held 27-28 June 2019, Veliky Novgorod, Russia
PublisherIOP Publishing Ltd.
Number of pages8
ISBN (Print)9781713800118
StatePublished - Jun 2019
EventInternational Scientific and Practical Conference on Mathematical Modeling, Programming and Applied Mathematics - Veliky Novgorod, Russian Federation
Duration: 27 Jun 201928 Jul 2019

Publication series

NameJournal of Physics: Conference Series
PublisherIOP Publishing Ltd.
Volume1352
ISSN (Print)1742-6588

Conference

ConferenceInternational Scientific and Practical Conference on Mathematical Modeling, Programming and Applied Mathematics
Abbreviated titleMMPAM 2019
Country/TerritoryRussian Federation
CityVeliky Novgorod
Period27/06/1928/07/19

    Scopus subject areas

  • Mathematics(all)

ID: 62272809