Monte Carlo optimization

DOI10.1007/BF00938806zbMath0631.90067MaRDI QIDQ1095042

M. J. Gilman, B. H. Dickman

Publication date: 1989

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

zbMATH Keywords

stochastic methodsMonte Carlo optimization techniques

Mathematics Subject Classification ID

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

Related Items (5)

Integral global minimization: Algorithms, implementations and numerical tests ⋮ Global minimization of constrained problems with discontinuous penalty functions ⋮ Tensor based approach to the numerical treatment of the parameter estimation problems in mathematical immunology ⋮ Useful Monte Carlo optimization ⋮ Integral global minimization of constrained problems with discontinuous penalty functions

Cites Work

• Test examples for nonlinear programming codes
• Stochastic Methods for Global Optimization
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