Accelerating the convergence of random search methods for discrete stochastic optimization
From MaRDI portal
Publication:4575347
DOI10.1145/352222.352225zbMath1391.65019MaRDI QIDQ4575347
Publication date: 13 July 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/352222.352225
convergence rate; discrete stochastic optimization; accelerated convergence; random search methods; estimating the optimal solution
65C20: Probabilistic models, generic numerical methods in probability and statistics
65K10: Numerical optimization and variational techniques
90B40: Search theory
Related Items
Discrete stochastic optimization using variants of the stochastic ruler method, Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation, Pattern search ranking and selection algorithms for mixed variable simulation-based optimization, Multi-objective simulation-based evolutionary algorithm for an aircraft spare parts allocation problem, A sequential procedure for neighborhood selection-of-the-best in optimization via simulation, A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization