随机与启发式算法中的最优性检验

OPTIMALITY TESTING IN STOCHASTIC AND HEURISTIC ALGORITHMS

Technological and Economic Development of Economy · 2006
被引 10
人大 A-

中文导读

利用顺序统计量估计最小值置信区间,用于随机逼近和模拟退火算法的最优性检验与停止,并在连续优化和装箱问题中验证效果。

Abstract

In this paper we consider the application of order statistics to establish the optimality in stochastic and heuristic optimization algorithms. We suggest a method for the estimation of confidence intervals of minimum using order statistics which is implemented for optimality testing and stopping in stochastic approximation and Simulated Annealing algorithms. The efficiency of this approach is discussed using the results of application to continuous optimization and Bin‐packing problem

随机优化启发式算法顺序统计量最优性检验