Application of quasi Monte Carlo methods in global optimization

MaRDI QIDQ5492523zbMATH OpenFDO

Authors S. Kucherenko

Publication date 13 October 2006

zbMATH Keywords

low-discrepancy sequencesmulti level single linkage methodstochastic methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26)

Recommendations

• Application of deterministic low-discrepancy sequences in global optimization
• scientific article; zbMATH DE number 3974192
• Comparison of deterministic and stochastic approaches to global optimization
• scientific article; zbMATH DE number 1874293
• Publication:4725593

Cited in

(8)

• Adaptive random search in quasi-Monte Carlo methods for global optimization
• A computational investigation of the optimal Halton sequence in QMC applications
• Application of deterministic low-discrepancy sequences in global optimization
• Comparison of deterministic and stochastic approaches to global optimization
• scientific article; zbMATH DE number 3974192 (Why is no real title available?)
• Localization of Search in Quasi-Monte Carlo Methods for Global Optimization
• Opposition-Based Computing
• Mean-square optimization for global Monte Carlo algorithms

This page was built for publication: Application of quasi Monte Carlo methods in global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5492523)