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Optimization Methods
Monte Carlo Simulations

A possible strategy in exploring an unknown search-space can be the selection of a (huge) number of points by random. This strategy is called random search, or Monte Carlo simulation. The goal is to obtain a frequency distribution of the interesting phase space which allows the obtaining of an overview of the search space. Locations which are of interest for the optimization (i.e. the maxima and the minima of the response variable) can be sampled with higher precision to obtain more accurate information on those particular areas.

Last Update: 2005-Jšn-25