Discrete stochastic optimization using variants of the stochastic ruler method

DOI10.1002/NAV.20080MaRDI QIDQ4680429zbMATH OpenOpenAlexFDO

Authors Mahmoud H. Alrefaei, Sigrún Andradóttir

Publication date 1 June 2005

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

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

zbMATH Keywords

global optimizationrandom searchsimulation optimizationdiscrete decision variables

Mathematics Subject Classification ID

Search theory (90B40) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 47258 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• A Global Search Method for Discrete Stochastic Optimization
• A Method for Discrete Stochastic Optimization
• A branch and bound method for stochastic global optimization
• A modification of the stochastic ruler method for discrete stochastic optimization
• A simulated annealing algorithm with constant temperature for discrete stochastic optimization
• Accelerating the convergence of random search methods for discrete stochastic optimization
• On optimal allocation of indivisibles under uncertainty
• Probabilistic search with overrides
• Simulated annealing for noisy cost functions
• Simulated annealing with noisy or imprecise energy measurements
• Stochastic Comparison Algorithm for Discrete Optimization with Estimation
• Stochastic Discrete Optimization
• The sample average approximation method for stochastic discrete optimization

Cited in

(8)

• A new approach to discrete stochastic optimization problems
• A Method for Discrete Stochastic Optimization
• An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization
• Stopping rules for selecting the optimal subset
• A modification of the stochastic ruler method for discrete stochastic optimization
• An agent-based stochastic ruler approach for a stochastic knapsack problem with sequential competition
• An Asymptotically Optimal Set Approach for Simulation Optimization
• Augmented simulation methods for discrete stochastic optimization with recourse

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