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Статья

Iterative MC-algorithm to solve the global optimization problems

Automation and Remote Control. 2017. Vol. 78. No. 2. P. 261-275.
Popkov A., Darkhovsky B., Popkov Y.

A new method was proposed to solve the global minimization problems of the Hölder functions on compact sets obeying continuous functions. The method relies on the Monte Carlo batch processing intended for constructing the sequences of values of the “quasi-global” minima and their decrements. A numerical procedure was proposed to generate a probabilistic stopping rule whose operability was corroborated by numerous tests and benchmarks with algorithmically defined functions.