Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities (Q791285)

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scientific article; zbMATH DE number 3850395
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    Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities
    scientific article; zbMATH DE number 3850395

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      Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities (English)
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      1985
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      This paper shows how an existing algorithm, which is used in computer aided design problem for solving a set of functional inequalities, may be modified by the inclusion of a Monte Carlo method to give a stochastic algorithm, which is easier to implement than its deterministic original, and which solves the given set of functional inequalities almost surely.
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      approximate maximization
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      uniform scattering of points
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      probability triplet
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      almost sure convergence
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      computer aided design
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      functional inequalities
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      stochastic algorithm
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