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
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات گسسته و ترکیبات
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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
Journal: Operations Research Letters - Volume 38, Issue 6, November 2010, Pages 550–555
نویسندگان
L. Jeff Hong, Barry L. Nelson, Jie Xu,