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On the program implementation of a simple Markov homogeneous random search algorithm of an extremum with Cauchy distributions

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, , Citation A S Tikhomirov 2020 J. Phys.: Conf. Ser. 1658 012059 DOI 10.1088/1742-6596/1658/1/012059

1742-6596/1658/1/012059

Abstract

A program that implements a simple Markov homogeneous random search algorithm of an extremum with Cauchy distributions is presented. This program allows solving a fairly wide class of problems of finding the global extremum of an objective function with a high accuracy.

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10.1088/1742-6596/1658/1/012059