Nonautonomous Stochastic Search in Global Optimization |
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Authors: | Jerzy Ombach Dawid Tar?owski |
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Affiliation: | 1. Instytut Matematyki, Wydzia? Matematyki i Informatyki, Uniwersytet Jagiello??ski, ul. ?ojasiewicza 6, 30 348, Krak??w, Poland
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Abstract: | We present a general method how to prove convergence of a sequence of random variables generated by a nonautonomous scheme of the form X t =T t (X t−1,Y t ), where Y t represents randomness, used as an approximation of the set of solutions of the global optimization problem with a continuous cost function. We show some of its applications. |
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