Advanced search
Publication Cover
Optimization
A Journal of Mathematical Programming and Operations Research
Volume 64, 2015 - Issue 7
Submit an article Journal homepage
103
Views
0
CrossRef citations to date
0
Altmetric
Articles

On modification of population-based search algorithms for convergence in stochastic combinatorial optimization

Hyeong Soo ChangDepartment of Computer Science and Engineering, Sogang University, Seoul, Korea.Correspondence[email protected]
Pages 1647-1655 | Received 26 May 2013, Accepted 01 Jan 2014, Published online: 17 Feb 2014

References

  • Homem-De-Mello T. Variable-sample methods for stochastic optimization. ACM Trans. Model. Comput. Simul. 2003;13:108–133.
  • Auer P, Cesa-Bianchi N, Fischer P. Finite-time analysis of the multiarmed bandit problem. Mach. Learn. 2002;47:235–256.
  • Singh S, Jaakkola T, Littman M, Szepesvari C. Convergence results for single-step on-policy reinforcement-learning algorithms. Mach. Learn. 2000;39:287–308.
  • Hvattum LM, Esbensen EF. Metaheuristics for stochastic problems. In: Wiley encyclopedia of operations research and management science; 2011.
  • Rudolph G. Finite Markov chain results in evolutionary computation: a tour d’horizon. Fund. Inform. 1998;35:67–89.
  • Kleinberg RD, Niculescu-Mizil A, Sharma Y. Regret bounds for sleeping experts and bandits. In: Proc. of the 21st Annual Conference on Learning Theory (COLT); 2008; Helsinki. p. 425–436.
  • Kalai A, Vempala S. Efficient algorithms for on-line optimization. J. Comput. Syst. Sci. 2005;71:291–307.
  • Gutjahr W, Pflug G. Simulated annealing for noisy cost functions. J. Global Optim. 1996;8:1–13.
  • Gutjahr W. A converging ACO algorithm for stochastic combinatorial optimization. Lect. Notes Comput. Sci. 2003;2827:10–25.
  • Hannah LA, Powell WB. Evolutionary policy iteration under a sampling regime for stochastic combinatorial optimization. IEEE Trans. Autom. Control. 2010;55:1254–1257.
  • Gutjahr W. Recent trends in metaheuristics for stochastic combinatorial optimization. Cent. Eur. J. Comput. Sci. 2011;1:58–66.
  • Ho YC, Cassandras CG, Chen CH, Dai L. Ordinal optimization and simulation. J. Oper. Res. Soc. 2000;51:490–500.
  • Kleywegt AJ, Shapiro A, Homem-De-Mello T. The sample average approximation method for stochastic discrete optimization. SIAM J. Optim. 2001;12:479–502.
  • Lai T, Robbins H. Asymptotically efficient adaptive allocation rules. Adv. Appl. Math. 1985;6:4–22.
  • Hoeffding W. Probability inequalities for sums of bounded random variables. J. Am. Stat. Assoc. 1963;58:13–30.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.