Stochastic comparison algorithm for continuous optimization with estimation

DOI10.1007/BF02190123zbMath0866.90096OpenAlexW3160460084MaRDI QIDQ2564165

Gang Bao, Christos G. Cassandras

Publication date: 7 January 1997

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02190123

zbMATH Keywords

stochastic optimizationestimationsimulationsimulated annealingcontinuous stochastic comparison algorithm

Mathematics Subject Classification ID

Combinatorial optimization (90C27)

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Cites Work

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• Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning
• Stochastic Discrete Optimization
• Sensitivity Analysis for Simulations via Likelihood Ratios

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