Stochastic Comparison Algorithm for Discrete Optimization with Estimation

DOI10.1137/S1052623495290684zbMath0957.60075OpenAlexW1985498579MaRDI QIDQ4518168

Wei-Bo Gong, Wengang Zhai, Yu-Chi Ho

Publication date: 20 November 2000

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623495290684

zbMATH Keywords

discrete optimizationrandom searchtime-inhomogeneous Markov chain

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Combinatorial optimization (90C27) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (15)

Simulation budget allocation for simultaneously selecting the best and worst subsets ⋮ Augmented simulation methods for discrete stochastic optimization with recourse ⋮ Continuous optimization via simulation using golden region search ⋮ Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation ⋮ An Asymptotically Optimal Set Approach for Simulation Optimization ⋮ Stochastic comparison algorithm for discrete optimization with estimation of time-varying objective functions ⋮ Multi-objective ordinal optimization for simulation optimization problems ⋮ Multi-objective simulation-based evolutionary algorithm for an aircraft spare parts allocation problem ⋮ Discrete stochastic optimization using variants of the stochastic ruler method ⋮ Simulation Optimization Using Multi-Time-Scale Adaptive Random Search ⋮ Simulation optimization: a review of algorithms and applications ⋮ Efficient simulation budget allocation for ranking the top \(m\) designs ⋮ A PAC algorithm in relative precision for bandit problem with costly sampling ⋮ An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization ⋮ Simulated annealing for discrete optimization with estimation

This page was built for publication: Stochastic Comparison Algorithm for Discrete Optimization with Estimation