79 search results - page 3 / 16 » Nonlinear Stochastic Optimization by the Monte-Carlo Method |
ASPDAC
2000
ACM
13 years 10 months ago
2000
ACM
Simulated annealing has been one of the most popular stochastic optimization methods used in the VLSI CAD field in the past two decades for handling NP-hard optimization problems...
UAI
2001
13 years 7 months ago
2001
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
SIAMJO
2002
13 years 5 months ago
2002
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
MCS
2007
Springer
13 years 5 months ago
2007
Springer
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
CCE
2006
13 years 6 months ago
2006
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...