Open AccessOn the program implementation of a Markov homogeneous random search algorithm of an extremum with Ingber’s distribution
Author(s) -
А. С. Тихомиров,
Nataliya Kropacheva
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 - 10.1088/1742-6596/1352/1/012055
Subject(s) - homogeneous , markov chain , distribution (mathematics) , mathematical optimization , computer science , algorithm , class (philosophy) , random search , mathematics , markov model , artificial intelligence , machine learning , combinatorics , mathematical analysis
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.