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.
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Manuscript received: March 2002/Final version received: August 2002
Acknowledgement. This work was supported by the National Science Council of the Republic of China under Contract NSC89-2213-E-230-003.
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Tang, HC. Using an adaptive genetic algorithm with reversals to find good second-order multiple recursive random number generators. Mathematical Methods of OR 57, 41–48 (2003). https://doi.org/10.1007/s001860200237
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DOI: https://doi.org/10.1007/s001860200237