Adaptive random search in quasi-Monte Carlo methods for global optimization

DOI10.1016/S0898-1221(01)00318-2zbMath0999.65054MaRDI QIDQ1609137

Guiyuan Lei

Publication date: 15 August 2002

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

global optimizationadaptive random searchnondifferentiable optimizationquasi-Monte Carlo methodsevolution degree

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (4)

Improving simulated annealing through derandomization ⋮ On initial populations of a genetic algorithm for continuous optimization problems ⋮ Small sample uniformity in random number generation ⋮ Quasi-random initial population for genetic algorithms

Uses Software

• Genocop
• TOMS659

Cites Work

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• Point sets and sequences with small discrepancy
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Algorithm 659
• Discrépance de suites associées à un système de numération (en dimension s)
• On the Systematic Search in a Hypercube
• Quasi-Monte Carlo methods and pseudo-random numbers
• Localization of Search in Quasi-Monte Carlo Methods for Global Optimization
• On the distribution of points in a cube and the approximate evaluation of integrals

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