A Feedback Algorithm for Determining Search Parameters for Monte Carlo Optimization

Journal of Computational Physics

Volumn 146, Issue 1, 1998, Pages 263-281

  Morey, Chris ^a   Scales, John ^a   Van Vleck, Erik S ^a  

^a Department of Geology and Geological Engineering   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GLOBAL OPTIMIZATION; MARKOV PROCESSES; MONTE CARLO METHODS; PARAMETER ESTIMATION;

DYNAMIC ADJUSTMENT; FEEDBACK ALGORITHMS; GLOBAL OPTIMIZATION PROBLEMS; HITTING TIME; MONTE CARLO OPTIMIZATION; MONTECARLO METHODS; OPTIMIZATION TECHNIQUES; SEARCH PARAMETERS; SEARCH PROCESS; TEST PROBLEM;

SIMULATED ANNEALING;

EID: 0040635291     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcph.1998.6065     Document Type: Article

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