Randomwalks

Random Walk strategies for optimization algorithms using Low-Discrepancy Sequences and quasi-Monte Carlo simulations. Sobol quasi-random sequence was developed in 1967. Since then, it has evolved. I have contributed to the method by adding two-quasi Monte Carlo sequences in the original version to improve the uniformity in distribution. I am calling this improvement as Sanitized-SOBOL method.

NOVEL TRIPATHI-SHARMA QUASI SEQUENCE

Usage Method :

• The method i4_sobol_generate(dim,PopSize,0) generates a Sobol dataset.

•  Inputs: 
  dim_num - the spatial dimension, 
  n - (int) number of points to generate; SKIP
  no. of initial points to skip.
  

•  Output: 
  Real R(M,N), the point
  Usage : df1 = i4_sobol_generate(dim,PopSize,0). e.g. df = i4_sobol_generate(3,4,1)_
  

Note :

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