A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems

DOI10.1007/s10878-014-9803-4zbMath1344.90041OpenAlexW2128913150MaRDI QIDQ266014

Luo Hui, Zhao Jin, Zhang Huajun

Publication date: 13 April 2016

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

Full work available at URL: https://doi.org/10.1007/s10878-014-9803-4

zbMATH Keywords

genetic algorithmconstrained stochastic optimizationgradient projectionsimultaneous perturbation stochastic algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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Uses Software

• Genocop

Cites Work

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