Decision making systems

This project contains small python programs created to illustrate global optimization methods

Global optimization via Monte Carlo method

Task: f(x1, x2) -> min on D = {x1,x2: x1 in [a1, b1], x2 in [a2, b2]} using classic monte carlo method. In program we can set a1,b1, a2,b2 and amout of testing points. Gui program located in monte-carlo module.

Monte Carlo method experiment

The goal is to calculte error of method, then build some grafics depending on amount of experiments