Useful Monte Carlo optimization

DOI10.1007/BF00940468MaRDI QIDQ2277148zbMATH OpenOpenAlexFDO

Authors Gregor Kjellström

Publication date 1991

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

Full work available at URL https://doi.org/10.1007/bf00940468

zbMATH Keywords

stochastic methodsGaussian adaptationMonte Carlo optimization methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites work

• Monte Carlo optimization
• Optimization by simulated annealing
• Stochastic optimization in system design

Cited in

(1)

• Techniques for Monte Carlo Optimizing

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