Adaptive Search in Quasi-Monte-Carlo Optimization

DOI10.2307/2153452zbMATH Open0831.65066OpenAlexW2158561104MaRDI QIDQ4846021

Robert F. Tichy, Christian Biester, Gerhard Larcher, Peter J. Grabner

Publication date: 21 August 1995

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2153452

zbMATH Keywords

convergencenumerical examplesnondifferentiable functionsadaptive Monte Carlo algorithmquasi-Monte Carlo optimizationadaptive searching

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Combinatorial optimization (90C27) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Single Observation Adaptive Search for Continuous Simulation Optimization ⋮ Adaptive random search in quasi-Monte Carlo methods for global optimization

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