An interior point heuristic for the Hamiltonian cycle problem via Markov decision processes

DOI10.1023/B:JOGO.0000044772.11089.1azbMath1133.90413OpenAlexW2034738080MaRDI QIDQ1768622

Jacek Gondzio, Vladimir V. Ežov, Jerzy A. Filar

Publication date: 15 March 2005

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jogo.0000044772.11089.1a

zbMATH Keywords

Markov decision processesHamiltonian cyclesinterior point methodsnon-convex optimization

Mathematics Subject Classification ID

Interior-point methods (90C51) Time-scale analysis and singular perturbations in control/observation systems (93C70) Markov and semi-Markov decision processes (90C40) Eulerian and Hamiltonian graphs (05C45)

Related Items (6)

Markov chains, Hamiltonian cycles and volumes of convex bodies ⋮ Hamiltonian Cycles and Subsets of Discounted Occupational Measures ⋮ Consistent behavior of certain perturbed determinants induced by graphs ⋮ Proof of the Hamiltonicity-Trace Conjecture for Singularly Perturbed Markov Chains ⋮ Hamiltonian cycle curves in the space of discounted occupational measures ⋮ Feasible Bases for a Polytope Related to the Hamilton Cycle Problem

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