Speeding up COMPASS for high-dimensional discrete optimization via simulation

DOI10.1016/j.orl.2010.09.003zbMath1202.90195OpenAlexW2144037248MaRDI QIDQ614039

Jie Xu, L. Jeff Hong, Barry L. Nelson

Publication date: 23 December 2010

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2010.09.003

zbMATH Keywords

samplingCOMPASS algorithmdiscrete optimization via simulation

Mathematics Subject Classification ID

Integer programming (90C10) Approximation methods and heuristics in mathematical programming (90C59)

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Uses Software

• COMPASS

Cites Work

• Discrete Optimization via Simulation Using COMPASS
• A combined procedure for optimization via simulation
• A framework for locally convergent random-search algorithms for discrete optimization via simulation
• Industrial strength COMPASS
• Statistical Physics
• Nested partitions method for stochastic optimization

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