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WSC
1997

An Integrated Framework for Deterministic and Stochastic Optimization

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An Integrated Framework for Deterministic and Stochastic Optimization
In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a selection of a promising index, and backtracking to create a Markov chain that converges to a global optimum. In this paper we demonstrate, through examples, how the NP method can be applied to solve both deterministic and stochastic finite optimization problems in a unified framework.
Leyuan Shi, Sigurdur Ólafsson
Added 01 Nov 2010
Updated 01 Nov 2010
Type Conference
Year 1997
Where WSC
Authors Leyuan Shi, Sigurdur Ólafsson
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