Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms
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Publication:4971593
DOI10.1287/opre.2018.1778zbMath1455.90107OpenAlexW2909310974WikidataQ128552527 ScholiaQ128552527MaRDI QIDQ4971593
Barry L. Nelson, Eunhye Song, Peter L. Salemi, Jeremy Staum
Publication date: 12 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/141688/1/GMRF4DOvS_final.pdf
Gaussian Markov random fieldsinferential optimizationlarge-scale discrete optimization via simulation
Related Items (6)
Bayesian Optimization Allowing for Common Random Numbers ⋮ Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces ⋮ Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields ⋮ Sequential selection for accelerated life testing via approximate Bayesian inference ⋮ Correlation matrices of Gaussian Markov random fields over cycle graphs ⋮ Adaptive sampling line search for local stochastic optimization with integer variables
Uses Software
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