A MONTE-CARLO APPROACH FOR CONTROLLED SEARCH

Authors
ALBEANU G
Citation
G. Albeanu, A MONTE-CARLO APPROACH FOR CONTROLLED SEARCH, Mathematics and computers in simulation, 43(2), 1997, pp. 223-228
Citations number
11
Categorie Soggetti
Computer Sciences",Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
Journal title
Mathematics and computers in simulation → ACNP
ISSN journal
03784754
Volume
43
Issue
2
Year of publication
1997
Pages
223 - 228
Database
ISI
SICI code
0378-4754(1997)43:2<223:AMAFCS>2.0.ZU;2-7
Abstract
We outline a new Monte Carlo approach for solving minimization problem s. A splitting procedure,which is a controlled random search with doma in reduction, is presented. Algorithms and numerical results are also included.