On geometric convergence rate of Markov search towards the fat target.
Dawid TarlowskiPublished in: Oper. Res. Lett. (2018)
Keyphrases
- convergence rate
- convergence speed
- step size
- learning rate
- search algorithm
- search space
- primal dual
- wavelet neural network
- global convergence
- search capabilities
- reinforcement learning
- gradient method
- global search
- high order
- global optimization
- mutation operator
- optimization algorithm
- markov chain
- particle swarm optimization
- objective function
- neural network
- numerical stability