Solution quality of random search methods for discrete stochastic optimization

DOI10.1016/J.MATCOM.2004.10.004MaRDI QIDQ1780464zbMATH OpenOpenAlexFDO

Authors Mahmoud H. Alrefaei, Ameen J. Alawneh

Publication date 13 June 2005

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2004.10.004

zbMATH Keywords

algorithmdiscrete stochastic optimizationnumerical resultsqueuing modelsrandom search methodsSimulated annealingStochastic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cites work

• A Global Search Method for Discrete Stochastic Optimization
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• A modification of the stochastic ruler method for discrete stochastic optimization
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• Cooling Schedules for Optimal Annealing
• Equation of state calculations by fast computing machines
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• scientific article; zbMATH DE number 1990830 (Why is no real title available?)
• Nested partitions method for stochastic optimization
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• Optimization by simulated annealing
• Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning
• Probabilistic search with overrides
• Selecting the best stochastic system for large scale problems in DEDS.
• Simulated annealing for discrete optimization with estimation
• Simulated annealing for noisy cost functions
• Simulated annealing with noisy or imprecise energy measurements
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• Stochastic Discrete Optimization
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The sample average approximation method for stochastic discrete optimization
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm

Cited in

(7)

• Confidence sets for discrete stochastic optimization
• Assessing solution quality in stochastic programs
• Use of random search in solving discrete extremal problems
• Selecting the best simulated system with weighted control-variate estimators
• A framework for locally convergent random-search algorithms for discrete optimization via simulation
• Accelerating the convergence of random search methods for discrete stochastic optimization
• Principles and Practice of Constraint Programming – CP 2004

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