Projected Gaussian Markov improvement algorithm for high-dimensional discrete optimization via simulation
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Publication:6639399
DOI10.1145/3649463zbMath1548.90028MaRDI QIDQ6639399
Publication date: 15 November 2024
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
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Computational methods for problems pertaining to statistics (62-08) Random fields; image analysis (62M40) Numerical optimization and variational techniques (65K10) Numerical analysis or methods applied to Markov chains (65C40) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)
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