| Title |
Optimality testing in stochastic and heuristic algorithms / |
| Translation of Title |
Stochastinių ir euristinių algoritmų optimalumo tyrimas. |
| Authors |
Bartkutė, Vaida ; Felinskas, Gražvydas ; Sakalauskas, Leonidas |
| Full Text |
|
| Is Part of |
Ūkio technologinis ir ekonominis vystymas. 2006, Vol. 12, no. 1, p. 4-10.. ISSN 1392-8619 |
| Keywords [eng] |
Statistics, order ; Simulation, Monte-Carlo ; Optimization, continuous ; Annealing, simulated ; Approximation, stochastic |
| Abstract [eng] |
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. |
| Type |
Journal article |
| Language |
English |
| Publication date |
2006 |
