Solution quality of random search methods for discrete stochastic optimization

DOI10.1016/j.matcom.2004.10.004zbMath1070.65040OpenAlexW2000766039MaRDI QIDQ1780464

Mahmoud H. Al-Refaei, Ameen J. Alawneh

Publication date: 13 June 2005

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2004.10.004

zbMATH Keywords

algorithmnumerical resultsSimulated annealingStochastic programmingdiscrete stochastic optimizationqueuing modelsrandom search methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (1)

Selecting the best simulated system with weighted control-variate estimators

Cites Work

• Unnamed Item
• Unnamed Item
• Optimization by Simulated Annealing
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
• Simulated annealing with noisy or imprecise energy measurements
• Selecting the best stochastic system for large scale problems in DEDS.
• Simulated annealing for discrete optimization with estimation
• Probabilistic search with overrides
• Simulated annealing for noisy cost functions
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization
• Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Convergence and finite-time behavior of simulated annealing
• Cooling Schedules for Optimal Annealing
• Stochastic Discrete Optimization
• On two-stage selection procedures and related probability-inequalities
• A Global Search Method for Discrete Stochastic Optimization
• A Method for Discrete Stochastic Optimization
• Equation of State Calculations by Fast Computing Machines
• Nested partitions method for stochastic optimization
• A modification of the stochastic ruler method for discrete stochastic optimization
• Simulation-based optimization using simulated annealing with ranking and selection

This page was built for publication: Solution quality of random search methods for discrete stochastic optimization