On asymptotic convergence rate of random search

Dawid Tarłowski ()
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Dawid Tarłowski: Jagiellonian University

Journal of Global Optimization, 2024, vol. 89, issue 1, No 1, 31 pages

Abstract: Abstract This paper presents general theoretical studies on asymptotic convergence rate (ACR) for finite dimensional optimization. Given the continuous problem function and discrete time stochastic optimization process, the ACR is the optimal constant for control of the asymptotic behaviour of the expected approximation errors. Under general assumptions, condition ACR $$

Keywords: Continuous optimization; Convergence rate; Linear convergence; Random search; Markov chains (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10898-023-01342-4

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