15 search results - page 1 / 3 » Stopping Criterion for a Simulation-Based Optimization Metho... |
WSC
1998
13 years 5 months ago
1998
We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
SIAMJO
2002
13 years 4 months ago
2002
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...
GECCO
2007
Springer
13 years 10 months ago
2007
Springer
In this work we present a novel and efficient algorithm– independent stopping criterion, called the MGBM criterion, suitable for Multiobjective Optimization Evolutionary Algorit...
GECCO
2009
Springer
13 years 11 months ago
2009
Springer
The need for a stopping criterion in MOEA’s is a repeatedly mentioned matter in the domain of MOOP’s, even though it is usually left aside as secondary, while stopping criteri...
WSC
2004
13 years 6 months ago
2004
This paper develops a variant of Simulated Annealing (SA) algorithm for solving discrete stochastic optimization problems where the objective function is stochastic and can be eva...