A Monte Carlo approach for controlled search

A Monte Carlo approach for controlled search

We outline a new Monte Carlo approach for solving minimization problems. A splitting procedure, which is a controlled random search with domain reduction, is presented. Algorithms and numerical results are also included.

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Veröffentlicht in:Mathematics and computers in simulation 1997, Vol.43 (2), p.223-228
1. Verfasser: Albeanu, Grigore
Format: Artikel
Sprache:eng
Schlagworte:
Controlled random search
Monte Carlo
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Beschreibung
Zusammenfassung:We outline a new Monte Carlo approach for solving minimization problems. A splitting procedure, which is a controlled random search with domain reduction, is presented. Algorithms and numerical results are also included.
ISSN:0378-4754
1872-7166
DOI:10.1016/S0378-4754(96)00069-9