Stochastic Comparison Algorithm for Discrete Optimization with Estimation

DOI10.1137/S1052623495290684zbMath0957.60075MaRDI QIDQ4518168

Wei-Bo Gong, Wengang Zhai, Yu-Chi Ho

Publication date: 20 November 2000

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

discrete optimization; random search; time-inhomogeneous Markov chain

Mathematics Subject Classification ID

65C05: Monte Carlo methods

90C27: Combinatorial optimization

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

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