Localization of Search in Quasi-Monte Carlo Methods for Global Optimization

DOI10.1137/0907044MaRDI QIDQ4720698zbMATH OpenOpenAlexFDO

Authors Harald Niederreiter, Paul Peart

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0907044

zbMATH Keywords

localization of searchnondifferentiable optimizationquasi-Monte Carlo methodsQuasi-random search methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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• On computing the exact value of dispersion of a sequence
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