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Using an adaptive genetic algorithm with reversals to find good second-order multiple recursive random number generators

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  • Hui-Chin Tang

Abstract

This paper considers the problem of searching for good second-order multiple recursive generators (MRGs) with long period and good lattice structure. An adaptive genetic algorithm with reversals is proposed. The proposed algorithm is compared with forward/backward and random methods, and its effectiveness and efficiency is numerically confirmed by the experiments. The extensively tested second-order MRG (1259791845, 1433587751) found from the proposed algorithm possesses the properties of long period and good lattice structure and is therefore recommended. Copyright Springer-Verlag Berlin Heidelberg 2003

Suggested Citation

  • Hui-Chin Tang, 2003. "Using an adaptive genetic algorithm with reversals to find good second-order multiple recursive random number generators," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 57(1), pages 41-48, April.
  • Handle: RePEc:spr:mathme:v:57:y:2003:i:1:p:41-48
    DOI: 10.1007/s001860200237
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    Cited by:

    1. Tang, Hui-Chin, 2006. "Theoretical analyses of forward and backward heuristics of multiple recursive random number generators," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1760-1768, November.

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