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» Sampling Bounds for Stochastic Optimization
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LION
2009
Springer
210views Optimization» more  LION 2009»
13 years 11 months ago
Beam-ACO Based on Stochastic Sampling: A Case Study on the TSP with Time Windows
Beam-ACO algorithms are hybrid methods that combine the metaheuristic ant colony optimization with beam search. They heavily rely on accurate and computationally inexpensive boundi...
Manuel López-Ibáñez, Christia...
APPROX
2005
Springer
111views Algorithms» more  APPROX 2005»
13 years 10 months ago
Sampling Bounds for Stochastic Optimization
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
Moses Charikar, Chandra Chekuri, Martin Pál
SIAMJO
2008
72views more  SIAMJO 2008»
13 years 4 months ago
A Sample Approximation Approach for Optimization with Probabilistic Constraints
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
James Luedtke, Shabbir Ahmed
MP
2006
103views more  MP 2006»
13 years 4 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton
SIAMJO
2002
124views more  SIAMJO 2002»
13 years 4 months ago
The Sample Average Approximation Method for Stochastic Discrete Optimization
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...