On the program implementation of a simple Markov homogeneous random search algorithm of an extremum with normal distributions
Abstract
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.
- Publication:
-
Journal of Physics Conference Series
- Pub Date:
- October 2020
- DOI:
- 10.1088/1742-6596/1658/1/012060
- Bibcode:
- 2020JPhCS1658a2060T