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On geometric convergence rate of Markov search towards the fat target
Authors:Dawid Tarłowski
Institution:Institute of Mathematics, Faculty of Mathematics and Computer Science, Jagiellonian University, ?ojasiewicza 6, 30 348 Kraków, Poland
Abstract:Let f:AR be a continuous function with the minimal value f?, where A is the compact metric space. Let {Xt}tN be a Markov chain which represents the global optimization process on A. We present sufficient conditions for very strong, geometric convergence mode of the form Ef(Xt)?f1ct?(Ef(X0)?f1), where c(0,1) is some constant. This convergence mode is natural if the set of global minima is fat.
Keywords:Convergence rate  Markov search  Global optimization  Global convergence
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