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Article #6499Re: Monte Carlo Minimization Routine ???
From: David Jones
Date: Mon, 11 Oct 1999 00:00
Date: Mon, 11 Oct 1999 00:00
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Ryan D. Alexander <ryanalex@lamar.colostate.edu> wrote in message news:3800F279.AD543BD3@lamar.colostate.edu... > In attempting to model chromosomes packed within a nucleus, I've decided that I > need a type of Monte Carlo Minimization routine. Scouring the Web has turned up > little in the way progress, so I've turned to you all in NG-Land... > An interesting alternative to the suggestions already made is the approach of the algorithm by A.Zilinskas (published as "Optimization of one-dimensional multimodal functions", Applied Statistics 1978, v27, p367-375 (Algorithm AS133)). This gives Fortran code, which should also be available from statlib under directory apstat. This approach seems only suited to 1-D problems because of the number of function evaluations. It has the effect of balancing doing extra function evauations in regions where the function is "roughest", with evaluations in the neighbourhoods of possibly competing local optima. The locations where the function is evaluated are decided so as to supply the best improvement of information about the location of the overall optimum in a statistical sense. However, the "genetic" algorithms already mentioned seem well suited to the problem.
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: 1060e8,8e1196bbba2c61a7 X-Google-Attributes: gid1060e8,public X-Google-Thread: 10d632,8e1196bbba2c61a7 X-Google-Attributes: gid10d632,public X-Google-Thread: 108717,8e1196bbba2c61a7 X-Google-Attributes: gid108717,public X-Google-Thread: 109d8a,8e1196bbba2c61a7 X-Google-Attributes: gid109d8a,public X-Google-Thread: 1094ba,8e1196bbba2c61a7 X-Google-Attributes: gid1094ba,public X-Google-Thread: 106bde,8e1196bbba2c61a7 X-Google-Attributes: gid106bde,public From: "David Jones" <dajxxx@mail.nwl.ac.uk> Subject: Re: Monte Carlo Minimization Routine ??? Date: 1999/10/11 Message-ID: <3801ca27.0@news.nwl.ac.uk> X-Deja-AN: 535373254 References: <3800F279.AD543BD3@lamar.colostate.edu> X-Priority: 3 X-MimeOLE: Produced By Microsoft MimeOLE V5.00.2314.1300 X-Trace: 11 Oct 1999 12:29:43 GMT, 192.171.178.132 X-MSMail-Priority: Normal Newsgroups: comp.lang.fortran,bionet.molec-model,comp.programming,sci.math,sci.stat.math,bionet.biophysics