OPTIMALITY TESTING IN STOCHASTIC AND HEURISTIC ALGORITHMS
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。
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