Lin, Gui-Hua; Xu, Huifu; Fukushima, Masao - In: Mathematical Methods of Operations Research 67 (2008) 3, pp. 423-441
nonlinear programming problem. Some convergence results are established. Moreover, since quasi-Monte Carlo methods are generally … faster than Monte Carlo methods, we discuss a quasi-Monte Carlo sampling approach as well. Furthermore, we give an example in …