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Monte Carlo Minimization Routine ???

Vasos Panagiotopoulos +1-917-287-8087 Bioengineer-Financier vjp2 at smtp.dorsai.org
Fri Oct 15 03:24:28 EST 1999

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.

				- = -
Vasos-Peter John Panagiotopoulos II, Columbia'81+, Bioengineer-Financier, NYC
   BachMozart ReaganQuayle EvrytanoKastorian http://WWW.Dorsai.Org/~vjp2
   ---{Nothing herein constitutes advice. Everything fully disclaimed.}---
		 [DQ2K: Make the Murky Clown Frown!]

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