Average performance of quasi Monte Carlo methods for global optimization

被引：0
|
作者：
Al-Mharmah, HA [1 ]
机构：
[1] Univ Jordan, Dept Ind Engn, Amman 11942, Jordan
来源：
1998 WINTER SIMULATION CONFERENCE PROCEEDINGS, VOLS 1 AND 2 | 1998年
关键词：
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
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 prior on all optimized functions. We show how to construct van der Corput sequences and we prove their consistency. Numerical experimentation shows that the van der Corput sequence in base 2 has a better average performance.
引用
收藏
页码：623 / 627
页数：5
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