On geometric convergence rate of Markov search towards the fat target |
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Authors: | Dawid Tarłowski |
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Affiliation: | Institute of Mathematics, Faculty of Mathematics and Computer Science, Jagiellonian University, ?ojasiewicza 6, 30 348 Kraków, Poland |
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Abstract: | Let be a continuous function with the minimal value , where is the compact metric space. Let be a Markov chain which represents the global optimization process on . We present sufficient conditions for very strong, geometric convergence mode of the form , where is some constant. This convergence mode is natural if the set of global minima is fat. |
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Keywords: | Convergence rate Markov search Global optimization Global convergence |
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