Accelerating the convergence of random search methods for discrete stochastic optimization

ACM Transactions on Modeling and Computer Simulation

Volumn 9, Issue 4, 1999, Pages 349-380

  Andradóttir, Sigrún ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Accelerated convergence; Convergence rate; Discrete stochastic optimization; Estimating the optimal solution; Random search methods

Indexed keywords

APPROXIMATION THEORY; NUMERICAL METHODS; OPTIMAL SYSTEMS; STOCHASTIC SYSTEMS;

ACCELERATED CONVERGENCE; CONVERGENCE RATES; DISCRETE STOCHASTIC OPTIMIZATION; OPTIMAL SOLUTIONS; RANDOM SEARCH METHOD;

OPTIMIZATION;

EID: 0000450089     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/352222.352225     Document Type: Article

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