Monte Carlo optimization

DOI10.1007/BF00938806MaRDI QIDQ1095042zbMATH OpenFDO

Authors B. H. Dickman, M. J. Gilman

Publication date 1989

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic methodsMonte Carlo optimization techniques

Mathematics Subject Classification ID

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

Recommendations

• Monte Carlo methods for discrete stochastic optimization
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Cites work

• scientific article; zbMATH DE number 3821078 (Why is no real title available?)
• scientific article; zbMATH DE number 3935838 (Why is no real title available?)
• Stochastic Methods for Global Optimization
• Test examples for nonlinear programming codes

Cited in

(15)

• Bias evaluation and reduction for sample-path optimization
• Integral global minimization of constrained problems with discontinuous penalty functions
• Tensor based approach to the numerical treatment of the parameter estimation problems in mathematical immunology
• Optimal tuning of the hybrid Monte Carlo algorithm
• A feedback algorithm for determining search parameters for Monte Carlo optimization
• scientific article; zbMATH DE number 3974192 (Why is no real title available?)
• The Monte Carlo method as a natural mode of expression in operations research
• Integral global minimization: Algorithms, implementations and numerical tests
• Mean-square optimization for global Monte Carlo algorithms
• scientific article; zbMATH DE number 1203377 (Why is no real title available?)
• Useful Monte Carlo optimization
• An Optimal Algorithm for Monte Carlo Estimation
• The Robbins-Monro process and the method of potential functions
• Global minimization of constrained problems with discontinuous penalty functions
• Techniques for Monte Carlo Optimizing

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