Localization of Search in Quasi-Monte Carlo Methods for Global Optimization
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Publication:4720698
DOI10.1137/0907044zbMath0613.65067MaRDI QIDQ4720698
Harald Niederreiter, Paul B. 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
nondifferentiable optimization; quasi-Monte Carlo methods; localization of search; Quasi-random search methods
65K05: Numerical mathematical programming methods
65C05: Monte Carlo methods
90C30: Nonlinear programming
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