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Sufficient conditions for the convergence of nonautonomous stochastic search for a global minimum
Journal
Universitatis Iagellonicae Acta Mathematica
Author
Tarłowski Dawid
Volume
49
Pages
73-83
ISSN
0083-4386
eISSN
2084-3828
Keywords in English
stochastic optimization
global optimization
Lyapunov function
weak convergence of measures
Language
English
Journal language
English
Abstract in English
The majority of stochastic optimization algorithms can be writ-
ten in the general form
Affiliation
Wydział Matematyki i Informatyki : Instytut Matematyki
cris.lastimport.wos | 2024-04-09T22:28:26Z | |
dc.abstract.en | The majority of stochastic optimization algorithms can be writ- ten in the general form $x_{t+1}= T_{t}\left(x_{t},y_{t}\right)$, where $x_{t}$ is a sequence of points and parameters which are transformed by the algorithm, $T^{_{t}}$ are the methods of the algorithm and $Y_{t}$ represent the randomness of the algorithm. We extend the results of papers [11] and [14] to provide some new general conditions under which the algorithm finds a global minimum with probability one. | pl |
dc.affiliation | Wydział Matematyki i Informatyki : Instytut Matematyki | pl |
dc.contributor.author | Tarłowski, Dawid - 107049 | pl |
dc.date.accessioned | 2019-04-26T10:38:18Z | |
dc.date.available | 2019-04-26T10:38:18Z | |
dc.date.issued | 2011 | pl |
dc.date.openaccess | 12 | |
dc.description.accesstime | po opublikowaniu | |
dc.description.physical | 73-83 | pl |
dc.description.version | ostateczna wersja wydawcy | |
dc.description.volume | 49 | pl |
dc.identifier.doi | 10.4467/20843828AM.12.005.0457 | pl |
dc.identifier.eissn | 2084-3828 | pl |
dc.identifier.issn | 0083-4386 | pl |
dc.identifier.project | ROD UJ / OP | pl |
dc.identifier.uri | https://ruj.uj.edu.pl/xmlui/handle/item/73797 | |
dc.language | eng | pl |
dc.language.container | eng | pl |
dc.rights | Dozwolony użytek utworów chronionych | * |
dc.rights.licence | Inna otwarta licencja | |
dc.rights.uri | http://ruj.uj.edu.pl/4dspace/License/copyright/licencja_copyright.pdf | * |
dc.share.type | otwarte czasopismo | |
dc.subject.en | stochastic optimization | pl |
dc.subject.en | global optimization | pl |
dc.subject.en | Lyapunov function | pl |
dc.subject.en | weak convergence of measures | pl |
dc.subtype | Article | pl |
dc.title | Sufficient conditions for the convergence of nonautonomous stochastic search for a global minimum | pl |
dc.title.journal | Universitatis Iagellonicae Acta Mathematica | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |
cris.lastimport.wos
2024-04-09T22:28:26Z dc.abstract.enpl
The majority of stochastic optimization algorithms can be writ-
ten in the general form $x_{t+1}= T_{t}\left(x_{t},y_{t}\right)$, where $x_{t}$ is a sequence of points and parameters which are transformed by the algorithm, $T^{_{t}}$ are the methods of the algorithm and $Y_{t}$ represent the randomness of the algorithm. We extend the results of papers [11] and [14] to provide some new general conditions under which the algorithm finds a global minimum with probability one. dc.affiliationpl
Wydział Matematyki i Informatyki : Instytut Matematyki dc.contributor.authorpl
Tarłowski, Dawid - 107049 dc.date.accessioned
2019-04-26T10:38:18Z dc.date.available
2019-04-26T10:38:18Z dc.date.issuedpl
2011 dc.date.openaccess
12 dc.description.accesstime
po opublikowaniu dc.description.physicalpl
73-83 dc.description.version
ostateczna wersja wydawcy dc.description.volumepl
49 dc.identifier.doipl
10.4467/20843828AM.12.005.0457 dc.identifier.eissnpl
2084-3828 dc.identifier.issnpl
0083-4386 dc.identifier.projectpl
ROD UJ / OP dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/73797 dc.languagepl
eng dc.language.containerpl
eng dc.rights*
Dozwolony użytek utworów chronionych dc.rights.licence
Inna otwarta licencja dc.rights.uri*
http://ruj.uj.edu.pl/4dspace/License/copyright/licencja_copyright.pdf dc.share.type
otwarte czasopismo dc.subject.enpl
stochastic optimization dc.subject.enpl
global optimization dc.subject.enpl
Lyapunov function dc.subject.enpl
weak convergence of measures dc.subtypepl
Article dc.titlepl
Sufficient conditions for the convergence of nonautonomous stochastic search for a global minimum dc.title.journalpl
Universitatis Iagellonicae Acta Mathematica dc.typepl
JournalArticle dspace.entity.type
Publication Affiliations
No affiliation
Tarłowski, Dawid
* The migration of download and view statistics prior to the date of April 8, 2024 is in progress.
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