Random search for global extremum of a function using Markov chains simulation

Research outputpeer-review

Abstract

The problem under study is global extremum search for multiextremal function. Random search method based on Markov chains simulation is used. A comparative analysis of this method with another method - the method of random search for the global extremum with "memory", using the normal distribution - done.

Original languageEnglish
Article number012073
JournalJournal of Physics: Conference Series
Volume1238
Issue number1
DOIs
Publication statusPublished - 1 Jan 2019
Event4th International Conference on Laser and Plasma Research and Technologies, LaPlas 2018 - Moscow
Duration: 30 Jan 20181 Feb 2018

Scopus subject areas

  • Physics and Astronomy(all)

Cite this

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title = "Random search for global extremum of a function using Markov chains simulation",
abstract = "The problem under study is global extremum search for multiextremal function. Random search method based on Markov chains simulation is used. A comparative analysis of this method with another method - the method of random search for the global extremum with {"}memory{"}, using the normal distribution - done.",
author = "Vladimirova, {L. V.} and Ovsyannikov, {D. A.}",
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