A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization
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Publication:1609128
DOI10.1016/S0898-1221(01)00311-XzbMath1017.65060MaRDI QIDQ1609128
Publication date: 15 August 2002
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
global optimizationdispersiondiscrepancyquasi-Monte Carlo methodsmeasures of irregularity of distribution
Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15)
Related Items (1)
Cites Work
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- On the crude multidimensional search
- Improving the rejection sampling method in quasi-Monte Carlo methods
- Discrépance de suites associées à un système de numération (en dimension s)
- On the distribution of points in a cube and the approximate evaluation of integrals
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