Re: Monte Carlo Minimization Routine ???

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Article #6501

#6501

From: Vasos Panagiotopoulos +1-917-287...
Date: Fri, 15 Oct 1999 00:00

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There was one in SCS "Simulation" like about 1986, but there was a big
debate if the Mt Carlo made a difference. If you bug me a few days
from now, I might dig up a PL/I test program I wrote with the article
refs embedded in it.

Perhaps it can be understood by looking at a related area: In chosing
PDE solution points, Mt Carlo is said to be more effective because
beyond two dimensions, rectangularisation is inefficient. IBM's
million-dollar Simulation Blaster works along those lines by providing
a file of non-random best sampling points so you don't have to use Mt Carlo.


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From: vjp2@smtp.dorsai.org (Vasos Panagiotopoulos +1-917-287-8087 Bioengineer-Financier)
Subject: Re: Monte Carlo Minimization Routine ???
Date: 1999/10/15
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