Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points

From MaRDI portal
Revision as of 00:12, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4377533

DOI10.1137/S0036142995286076zbMath0888.65021OpenAlexW2016871238MaRDI QIDQ4377533

Kai-Tai Fang, Peter Winker

Publication date: 10 February 1998

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142995286076




Related Items (45)

The mixture design threshold accepting algorithm for generating \(D\)-optimal designs of the mixture modelsLevel-augmented uniform designsWrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designsAn algorithm to compute bounds for the star discrepancyGeneralized good lattice point setsA threshold accepting heuristic with intense local search for the solution of special instances of the traveling salesman problemConstruction of uniform \(U\)-designsEntropy, Randomization, Derandomization, and DiscrepancyRobust portfolio optimization with a hybrid heuristic algorithmDesign of experiments for linear regression models when gradient information is availableHeuristic optimisation in financial modellingConstruction of main effects plans orthogonal through the block factor based on level permutationA Metropolis random walk algorithm to estimate a lower bound of the star discrepancyConstructing uniform designs: A heuristic integer programming methodComponent-by-component construction of low-discrepancy point sets of small sizeA new variable selection method for uniform designsOptimized \(U\)-type designs on flexible regionsOptimization heuristics for determining internal rating grading scalesLower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting.Asymmetric uniform designs based on mixture discrepancyThe stochastics of threshold accepting: analysis of an application to the uniform design problemTwo- and three-level lower bounds for mixture \(L_2\)-discrepancy and construction of uniform designs by threshold acceptingOptimal aggregation of linear time series modelsConstruction of uniform designs without replicationsMixed-level column augmented uniform designsCentered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designsThe convergence of estimators based on heuristics: theory and application to a GARCH modelAn efficient method for constructing uniform designs with large sizeOptimal multi-criteria designs for Fourier regression modelsAlgorithmic construction of low-discrepancy point sets via dependent randomized roundingNearly uniform design construction on flexible regionDistributed optimisation of a portfolio's omegaAugmented uniform designsA genetic algorithm approach to estimate lower bounds of the star discrepancyMeasures of uniformity in experimental designs: A selective overviewImproving the computation of censored quantile regressionsSpace-Filling Fractional Factorial DesignsFinding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problemsOn efficient design of pilot experiment for generalized linear modelsLower bounds of the wrap-around \(L_2\)-discrepancy and relationships between MLHD and uniform design with a large sizeTa algorithms for D-optimal OofA mixture designsGood random number generators are (not so) easy to findA random walk algorithm to estimate a lower bound of the star discrepancyCalculation of Discrepancy Measures and ApplicationsUniform point sets and the collision test







This page was built for publication: Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points