Discrete stochastic optimization using variants of the stochastic ruler method

DOI10.1002/nav.20080zbMath1090.90148MaRDI QIDQ4680429

Mahmoud H. Al-Refaei, Sigrún Andradóttir

Publication date: 1 June 2005

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20080

zbMATH Keywords

global optimization; random search; simulation optimization; discrete decision variables

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C15: Stochastic programming

90B40: Search theory

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