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Published in:
2020 | OriginalPaper | Chapter
13. Convergence of Stationary Random Search Methods for Positive Success Probability
Author : Kurt Marti
Published in: Optimization Under Stochastic Uncertainty
Publisher: Springer International Publishing
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Abstract
Let \((X_n:n\in \mathbb {N}_0)\) be in this section—in the sense of Definition 9.3—a stationary R-S-M with the mutation transition probability p. Let us now again pose the question on which conditions \((X_n:n\in \mathbb {N}_0)\) converge, i.e. when does apply to any starting point x
0 ∈ D?
$$\displaystyle f(X_n) \rightarrow f^{\ast } \qquad P-\mbox{a.s.} \qquad $$