A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization

DOI10.1016/S0898-1221(01)00311-XMaRDI QIDQ1609128zbMATH OpenFDO

Authors Xiaoqun Wang

Publication date 15 August 2002

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0898-1221(01)00311-X

zbMATH Keywords

discrepancydispersionglobal optimizationmeasures of irregularity of distributionquasi-Monte Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Review text

This paper proposes some new measures of irregularity of distribution to be used in quasi-Monte Carlo methods for choosing point sets for given probability distribution on general domains. Methods of generating point sets with one of the measure are described.

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Cites work

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Cited in

(3)

• Number theoretic method in applied statistics
• Quasi-random initial population for genetic algorithms
• Volume dispersion of point sets and quasi-Monte Carlo methods

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