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

DOI

https://doi.org/10.1088/1742-6596/1238/1/012073
Final published version

L. V. Vladimirova
D. A. Ovsyannikov

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 language	English
Article number	012073
Journal	Journal of Physics: Conference Series
Volume	1238
Issue number	1
DOIs	https://doi.org/10.1088/1742-6596/1238/1/012073
State	Published - 1 Jan 2019
Event	4th International Conference on Laser and Plasma Research and Technologies, LaPlas 2018 - Moscow, Russian Federation Duration: 30 Jan 2018 → 1 Feb 2018

Research areas

global extremum search; simulation Markov chains; the metropolis method Markov chains;

Scopus subject areas

Physics and Astronomy(all)

ID: 44966181