Optimization of functions by quasi-random search methods

DOI10.1007/BF02253124zbMath0405.65042MaRDI QIDQ1257328

Harald Niederreiter, Kevin S. McCurley

Publication date: 1979

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

Numerical ExamplesDeterministic Analog of a Monte Carlo MethodOptimization of FunctionsQuasi-Random Search Methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10)

Related Items (5)

Opposition-Based Computing ⋮ Low-discrepancy and low-dispersion sequences ⋮ On computing the exact value of dispersion of a sequence ⋮ On the convergence of sequential number-theoretic method for optimization ⋮ A Sequence Well Dispersed in the Unit Square

Cites Work

• Quasi-Monte Carlo methods and pseudo-random numbers
• Unnamed Item

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