Application of deterministic low-discrepancy sequences in global optimization

Computational Optimization and Applications

Volumn 30, Issue 3, 2005, Pages 297-318

  Kucherenko, Sergei ^a   Sytsko, Yury ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b NATIONAL RESEARCH NUCLEAR UNIVERSITY MEPHI   (Russian Federation)

Author keywords

Global optimization; Low discrepancy sequences; Multi level single linkage method; Stochastic optimization

Indexed keywords

ALGORITHMS; MONTE CARLO METHODS; PROBLEM SOLVING; RANDOM PROCESSES;

COMPUTATIONAL TIME; LOW-DISCREPANCY SEQUENCES (LDS); QUASI MONTE CARLO (QMC) VARIANT; STOCHASTIC OPTIMIZATION;

GLOBAL OPTIMIZATION;

EID: 24044443193     PISSN: 09266003     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10589-005-4615-1     Document Type: Article

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