Nested partitions method for stochastic optimization

DOI10.1023/A:1010081212560MaRDI QIDQ5926523zbMATH OpenOpenAlexFDO

Authors Shi, Leyuan, Sigurdur Ólafsson

Publication date 13 May 2001

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1010081212560

zbMATH Keywords

combinatorial optimizationMarkov chain Monte Carlonested partitionssimulation-based optimizationstochastic optimization

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic programming (90C15) Combinatorial optimization (90C27) Markov and semi-Markov decision processes (90C40)

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• An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
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• Hybrid nested partitions method for the traveling salesman problem
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• Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
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• An Asymptotically Optimal Set Approach for Simulation Optimization
• Surrogate-based promising area search for Lipschitz continuous simulation optimization
• Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
• A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
• Nested-Batch-Mode Learning and Stochastic Optimization with An Application to Sequential MultiStage Testing in Materials Science
• Simulation optimization: a review and exploration in the new era of cloud computing and big data
• Performance of a coordinate search ANN training algorithm
• Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
• Speeding up COMPASS for high-dimensional discrete optimization via simulation
• Continuous optimization via simulation using golden region search
• A framework using nested partitions algorithm for convergence analysis of population distribution-based methods
• A hybrid of nested partition, binary ant system, and linear programming for the multidimensional knapsack problem
• Nested partitions method, theory and applications
• An incremental nested partition method for data clustering

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