A feedback algorithm for determining search parameters for Monte Carlo optimization

DOI10.1006/jcph.1998.6065zbMath0927.65075OpenAlexW2157112592MaRDI QIDQ1275169

Erik S. Van Vleck, Chris Morey, John A. Scales

Publication date: 14 December 1999

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/54d16492534e0fdfbebb4e7074407e16c410e793

zbMATH Keywords

numerical examplessimulated annealingnonlinear optimizationMonte Carlo methodsMarkov chainsearch parameters

Mathematics Subject Classification ID

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

Cites Work

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