273 search results - page 55 / 55 » Generalized darting Monte Carlo |
SIAMIS
2010
12 years 11 months ago
2010
Simulated annealing (SA) and deterministic continuation are well-known generic approaches to global optimization. Deterministic continuation is computationally attractive but produ...
SIAMJO
2010
12 years 11 months ago
2010
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
SIAMREV
2010
12 years 11 months ago
2010
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...