On algorithm portfolios and restart strategies

DOI10.1016/J.ORL.2010.10.003zbMATH Open1207.90102OpenAlexW2041297800MaRDI QIDQ631216FDOQ631216

Authors: O. V. Shylo, Jayant Rajgopal, Oleg A. Prokopyev 

Publication date: 22 March 2011

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2010.10.003

Recommendations

• Algorithm portfolios
• Restart strategies in optimization: parallel and serial cases
• Learning parallel portfolios of algorithms
• Runtime distributions and criteria for restarts
• Recent Advances in Constraints

zbMATH Keywords

restartalgorithm portfolioparallel optimizationLas Vegas algorithm

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Cites Work

• Algorithm portfolios
• Optimal speedup of Las Vegas algorithms
• Solving a network design problem
• Optimization parallelizing for discrete programming problems
• Title not available (Why is that?)

Cited In (6)

• Teams of global equilibrium search algorithms for solving the weighted maximum cut problem in parallel
• Algorithm portfolios
• Title not available (Why is that?)
• Restart strategies in optimization: parallel and serial cases
• Restart strategies for GRASP with path-relinking heuristics
• Algorithm unions for solving discrete optimization problems

This page was built for publication: On algorithm portfolios and restart strategies

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q631216)