Issue No.01 - January/February (2007 vol.9)
Isabel Beichl , NIST
Dianne P. O'Leary , University of Maryland
Francis Sullivan , IDA Center for Computing Sciences
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MCSE.2007.14
Monte Carlo methods use sampling to produce approximate solutions to problems for which other methods aren't practical. In this homework assignment, we study three uses of Monte Carlo methods: for function minimization, discrete optimization, and counting.
Monte Carlo methods, sampling, minimization, computer science
Isabel Beichl, Dianne P. O'Leary, Francis Sullivan, "Monte Carlo Minimization and Counting: One, Two, ..., Too Many", Computing in Science & Engineering, vol.9, no. 1, pp. 72-80, January/February 2007, doi:10.1109/MCSE.2007.14