Confidence Limits for Global Optima Based on Heuristic Solutions to Difficult Optimization Problems: A Simulation Study

DOI10.1080/01966324.1984.10737140zbMath0557.62049OpenAlexW2057016139MaRDI QIDQ3221207

Howard M. Monroe, Robert L. Jun. Sielken

Publication date: 1984

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1984.10737140

zbMATH Keywords

optimization problemsheuristic algorithmsgoodness-of-fitrandom samplingstatisticsglobal optimumconfidence limitlimiting distributions of order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Stochastic programming (90C15)

Related Items (3)

Unnamed Item ⋮ Confidence in heuristic solutions? ⋮ Heuristic methods and applications: A categorized survey

Cites Work

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• A stochastic method for global optimization
• The Optimal Selection of Small Portfolios
• A Simple Algorithm for Optimal Portfolio Selection with Fixed Transaction Costs
• Interval estimation of a global optimum for large combinatorial problems
• Statistical inference for bounds of random variables
• Quadratic forms in order statistics used as goodness-of-fit criteria
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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