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

DOI10.1080/01966324.1984.10737140zbMath0557.62049MaRDI 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 problems; heuristic algorithms; goodness-of-fit; random sampling; statistics; global optimum; confidence limit; limiting distributions of order statistics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G15: Nonparametric tolerance and confidence regions

62G30: Order statistics; empirical distribution functions

65C05: Monte Carlo methods

90C15: Stochastic programming

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