Open AccessOn the program implementation of a simple Markov homogeneous random search algorithm of an extremum with normal distributions
Author(s) -
А. С. Тихомиров
Publication year - 2020
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 - 10.1088/1742-6596/1658/1/012060
Subject(s) - homogeneous , simple (philosophy) , algorithm , markov chain , mathematics , computer science , class (philosophy) , mathematical optimization , markov process , markov model , statistics , artificial intelligence , combinatorics , philosophy , epistemology
A program that implements a simple Markov homogeneous random search algorithm of an extremum with normal distributions is presented. This program allows solving a fairly wide class of problems of finding the global extremum of an objective function with a high accuracy.