Open AccessOn the program implementation of a Markov homogeneous random search algorithm of an extremum with normal distributions
Author(s) -
А. С. Тихомиров
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1352/1/012052
Subject(s) - homogeneous , markov chain , random search , algorithm , class (philosophy) , computer science , mathematics , mathematical optimization , search algorithm , markov model , markov process , statistics , artificial intelligence , combinatorics
A program that implements a Markov homogeneous monotonous random search algorithm of an extremum with normal distributions 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.