A Monte Carlo approach for controlled search

被引:4
作者
Albeanu, G
机构
关键词
Monte Carlo; controlled random search;
D O I
10.1016/S0378-4754(96)00069-9
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
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.
引用
收藏
页码:223 / 228
页数:6
相关论文
共 11 条
[1]   A MODIFIED NEWTON-RAPHSON METHOD FOR SOLUTION OF SYSTEMS OF EQUATIONS [J].
BENISRAEL, A .
ISRAEL JOURNAL OF MATHEMATICS, 1965, 3 (02) :94-+
[3]   SEQUENTIAL STOPPING RULES FOR THE MULTISTART ALGORITHM IN GLOBAL OPTIMIZATION [J].
BETRO, B ;
SCHOEN, F .
MATHEMATICAL PROGRAMMING, 1987, 38 (03) :271-286
[4]  
Evtushenko Yu.G, 1985, Numerical optimization techniques
[5]  
KENNEDY WJ, 1980, STATISTICAL COMPUTIN
[6]   ON SOLVING SYSTEMS OF NONLINEAR EQUATIONS BY SIMULATION [J].
LAU, HT .
MATHEMATICS AND COMPUTERS IN SIMULATION, 1988, 30 (03) :253-256
[7]   SOME RECENT APPROACHES TO SOLVING LARGE RESIDUAL NON-LINEAR LEAST-SQUARES PROBLEMS [J].
NAZARETH, L .
SIAM REVIEW, 1980, 22 (01) :1-11
[8]  
Rubinstein Reuven Y., 1981, Simulation and the Monte Carlo Method
[9]   MINIMIZATION BY RANDOM SEARCH TECHNIQUES [J].
SOLIS, FJ ;
WETS, RJB .
MATHEMATICS OF OPERATIONS RESEARCH, 1981, 6 (01) :19-30
[10]  
TSUDA T, 1964, NUMER MATH, V6, P59