On the crude multidimensional search
作者： Ilya M. Sobol' , Sergey G. Bakin
DOI: 10.1016/0377-0427(94)90083-3
关键词: Mathematics 、 Random parameters 、 Multivariable calculus 、 Mathematical optimization 、 Applied mathematics 、 Random search
摘要: Abstract Multivariable trial functions that depend on random parameters are maximized by crude global search. Analytical and numerical investigations of error distributions confirm recent conclusions in practice searching points perform better than rectangular lattices, quasi-random even more efficient.
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