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Paper The following article is Open access

On the program implementation of a Markov homogeneous random search algorithm of an extremum with Ingber's distribution

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Published under licence by IOP Publishing Ltd
, , Citation A S Tikhomirov and N Yu Kropacheva 2019 J. Phys.: Conf. Ser. 1352 012055 DOI 10.1088/1742-6596/1352/1/012055

1742-6596/1352/1/012055

Abstract

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.

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10.1088/1742-6596/1352/1/012055