Discrete stochastic optimization using variants of the stochastic ruler method

DOI10.1002/NAV.20080zbMATH Open1090.90148OpenAlexW2085154615MaRDI QIDQ4680429FDOQ4680429

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

Recommendations

• A modification of the stochastic ruler method for discrete stochastic optimization
• A Global Search Method for Discrete Stochastic Optimization
• Monte Carlo methods for discrete stochastic optimization
• Accelerating the convergence of random search methods for discrete stochastic optimization
• A Method for Discrete Stochastic Optimization

zbMATH Keywords

global optimizationrandom searchsimulation optimizationdiscrete decision variables

Mathematics Subject Classification ID

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

Cites Work

• The sample average approximation method for stochastic discrete optimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• A branch and bound method for stochastic global optimization
• Simulated annealing for noisy cost functions
• Stochastic Discrete Optimization
• A simulated annealing algorithm with constant temperature for discrete stochastic optimization
• Stochastic Comparison Algorithm for Discrete Optimization with Estimation
• Accelerating the convergence of random search methods for discrete stochastic optimization
• A Global Search Method for Discrete Stochastic Optimization
• A Method for Discrete Stochastic Optimization
• A modification of the stochastic ruler method for discrete stochastic optimization
• On optimal allocation of indivisibles under uncertainty
• Simulated annealing with noisy or imprecise energy measurements
• Probabilistic search with overrides

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 Asymptotically Optimal Set Approach for Simulation Optimization
• An agent-based stochastic ruler approach for a stochastic knapsack problem with sequential competition
• Augmented simulation methods for discrete stochastic optimization with recourse

This page was built for publication: Discrete stochastic optimization using variants of the stochastic ruler method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4680429)