Random Search Methods with a Linear Rate of Convergence

Kurt Marti
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Kurt Marti: University of Bundeswehr Munich

Chapter Chapter 15 in Optimization Under Stochastic Uncertainty, 2020, pp 233-278 from Springer

Abstract: Abstract We return now once again to the example of Chap. 14 . In this example we have D = ℝ , f ( x ) = ∣ x ∣ s ( s > 0 arbitrary), and p ( x , ⋅ ) $$\displaystyle D=\mathbb {R}\quad ,\quad f(x)={\mid x\mid }^s \qquad (s>0 \mbox{ arbitrary), and } \quad p(x,\cdot ) $$ denotes the uniform distribution on the interval [x − r(x), x + r(x)].

Date: 2020
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DOI: 10.1007/978-3-030-55662-4_15

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