Abstract
From Chapter III, it is clear that each method of finding the global minimum requires the computation of a sequence of mean values {ck} and a sequence of level sets {Hck}. Finding a mean value is tantamount to computing an integral of a function with several variables. The determination of level sets is in general more involved. But accuracy is not generally required from the earlier discussion of the influence of errors. This suggests that a Monte Carlo based technique of finding the global minimum will be appropriate.
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© 1988 Springer-Verlag Berlin Heidelberg
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Chew, S.H., Zheng, Q. (1988). Monte Carlo Implementation. In: Integral Global Optimization. Lecture Notes in Economics and Mathematical Systems, vol 298. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46623-6_4
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DOI: https://doi.org/10.1007/978-3-642-46623-6_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-18772-1
Online ISBN: 978-3-642-46623-6
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