## Quasi-Monte Carlo random search is useful in nondifferentiable optimization. Borrowing ideas of population evolution from genetic algorithms, we introduce an adaptive random search in quasi-Monte Carlo methods (AQMC) for global optimization. Adaptive technique is used such that local search can
Localization of Search in Quasi-Monte Carlo Methods for Global Optimization
β Scribed by Niederreiter, Harald; Peart, Paul
- Book ID
- 118187418
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1986
- Weight
- 658 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0196-5204
- DOI
- 10.1137/0907044
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Measures of irregularity of distribution, such as discrepancy and dispersion, play a major role in quasi-Monte Carlo methods for integration and optimization. In this paper, a new measure of irregularity of distribution, called volume-dispersion, is introduced. Its relation to the discrepancy and tr
This Book Represents The Refereed Proceedings Of The Ninth International Conference On Monte Carlo And Quasi-monte Carlo Methods In Scientific Computing That Was Held At The University Of Warsaw (poland) In August 2010. These Biennial Conferences Are Major Events For Monte Carlo And The Premiere Eve
This Book Represents The Refereed Proceedings Of The Ninth International Conference On Monte Carlo And Quasi-monte Carlo Methods In Scientific Computing That Was Held At The University Of Warsaw (poland) In August 2010. These Biennial Conferences Are Major Events For Monte Carlo And The Premiere Eve