کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1142885 957168 2010 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Speeding up COMPASS for high-dimensional discrete optimization via simulation
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات گسسته و ترکیبات
پیش نمایش صفحه اول مقاله
Speeding up COMPASS for high-dimensional discrete optimization via simulation
چکیده انگلیسی

The convergent optimization via most promising area stochastic search (COMPASS) algorithm is a locally convergent random search algorithm for solving discrete optimization via simulation problems. COMPASS has drawn a significant amount of attention since its introduction. While the asymptotic convergence of COMPASS does not depend on the problem dimension, the finite-time performance of the algorithm often deteriorates as the dimension increases. In this paper, we investigate the reasons for this deterioration and propose a simple change to the solution-sampling scheme that significantly speeds up COMPASS for high-dimensional problems without affecting its convergence guarantee.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Operations Research Letters - Volume 38, Issue 6, November 2010, Pages 550–555
نویسندگان
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