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

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