Estimation of optimality gap using stratified sampling

DOI10.1016/J.AMC.2005.01.080MaRDI QIDQ2490968zbMATH OpenOpenAlexFDO

Authors Joocheol Kim

Publication date 18 May 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.01.080

zbMATH Keywords

stratified samplingsample based optimizationvalidation analysisoptimality gap

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Recommendations

• scientific article; zbMATH DE number 3942715
• On a use of stratified sampling in optimal estimation
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• An iterative local search approach applied to the optimal stratification problem
• Nonlinear integer programming for optimal allocation in stratified sampling

Cites work

• scientific article; zbMATH DE number 3080959 (Why is no real title available?)
• Duality and statistical tests of optimality for two stage stochastic programs
• Inequalities for stochastic linear programming problems

Cited in

(2)

• Stratified filtered sampling in stochastic optimization
• Stratification of Skewed Populations: A Comparison of Optimisation‐based versus Approximate Methods

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