Localization of Search in Quasi-Monte Carlo Methods for Global Optimization

DOI10.1137/0907044zbMath0613.65067OpenAlexW2061279367MaRDI QIDQ4720698

Harald Niederreiter, Paul B. Peart

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907044

zbMATH Keywords

nondifferentiable optimizationquasi-Monte Carlo methodslocalization of searchQuasi-random search methods

Mathematics Subject Classification ID

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

Related Items (8)

A modification to the new version of the Price's algorithm for continuous global optimization problems ⋮ Improving simulated annealing through derandomization ⋮ Quasi-Monte-Carlo methods and the dispersion of point sequences ⋮ Statistical measures of two dimensional point set uniformity ⋮ On computing the exact value of dispersion of a sequence ⋮ Model selection for support vector machines via uniform design ⋮ A Sequence Well Dispersed in the Unit Square ⋮ Adaptive random search in quasi-Monte Carlo methods for global optimization

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