Abstract
This contribution to the debate on Monte Carlo optimization methods shows that there exist techniques that may be useful in many technical applications.
Similar content being viewed by others
References
Dickman, B. H., andGilman, M. J.,Monte Carlo Optimization, Journal of Optimization Theory and Applications, Vol. 60, pp. 149–157, 1989.
Kjellström, G.,Optimization of Electrical Networks with Respect to Tolerance Costs, Ericsson Technics, Vol. 3, pp. 157–175, 1970.
Kjellström, G., andTaxén, L.,Stochastic Optimization in System Design, IEEE Transactions on Circuits and Systems, Vol. CAS-28, pp. 702–715, 1981.
Kjellström, G., Taxén, L., andLindberg, P. O.,Discrete Optimization of Digital Filters Using Gaussian Adaptation and Quadratic Function Minimization, IEEE Transactions on Circuits and Systems, Vol. CAS-34, pp. 1238–1242, 1987.
Kirkpatrick, S., Gelatt, C. D., Jr., andVecci, M.,Optimization by Simulated Annealing, Science, Vol. 220, pp. 671–680, 1983.
Author information
Authors and Affiliations
Additional information
Communicated by R. A. Tapia
Rights and permissions
About this article
Cite this article
Kjellström, G. Useful Monte Carlo optimization. J Optim Theory Appl 69, 185–187 (1991). https://doi.org/10.1007/BF00940468
Issue Date:
DOI: https://doi.org/10.1007/BF00940468