Optimality testing in stochastic and heuristic algorithms

Optimality testing in stochastic and heuristic algorithms

In this paper we consider the application of order statistics to establish the optimality in stochastic and heuristic optimization algorithms. We suggest a method for the estimation of confidence intervals of minimum using order statistics which is implemented for optimality testing and stopping in...

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Bibliographic Details
Main Authors: Vaida Bartkutė, Graûvydas Felinskas, Leonidas Sakalauskas
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2006-03-01
Series:Technological and Economic Development of Economy
Subjects:
order statistics
Monte-Carlo simulation
continuous optimization
Simulated Annealing
Stochastic approximation
Online Access:http://www.mla.vgtu.lt/index.php/TEDE/article/view/7957

Internet

http://www.mla.vgtu.lt/index.php/TEDE/article/view/7957

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