19 search results - page 1 / 4 » Average Performance of Quasi Monte Carlo Methods for Global ... |
WSC
1998
13 years 5 months ago
1998
In this paper we compare the average performance of one class of low-discrepancy quasi-Monte Carlo sequences for global optimization. Weiner measure is assumed as the probability ...
WSC
1997
13 years 5 months ago
1997
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
GECCO
2005
Springer
13 years 10 months ago
2005
Springer
A Quasi-Monte-Carlo method based on the computation of a surrogate model of the fitness function is proposed, and its convergence at super-linear rate 3/2 is proved under rather ...
CEC
2010
IEEE
13 years 3 months ago
2010
IEEE
Abstract— We present a unifying framework for continuous optimization and sampling. This framework is based on Gaussian Adaptation (GaA), a search heuristic developed in the late...
WSC
2004
13 years 5 months ago
2004
Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as the simulation progresses. The primary focus of such techn...