An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

In this paper we present an accelerated stopping rule for improving the performance of the Nested Partition Hybrid Algorithm (NPHA), which is a general purpose algorithm for stochastic discrete optimization. Numerical examples will illustrate the impact of the accelerated stopping rule on the overall performance of NPHA.
Original languageEnglish
Pages (from-to)441-452
Number of pages12
JournalDiscrete Event Dynamic Systems
Volume25
Issue number3
DOIs
Publication statusPublished - 2015

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Stopping Rule
Discrete Optimization
Stochastic Optimization
Hybrid Algorithm
Partition
Numerical Examples

Bibliographical note

Volume 25, Issue 3, pp 441-452

Cite this

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title = "An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization",
abstract = "In this paper we present an accelerated stopping rule for improving the performance of the Nested Partition Hybrid Algorithm (NPHA), which is a general purpose algorithm for stochastic discrete optimization. Numerical examples will illustrate the impact of the accelerated stopping rule on the overall performance of NPHA.",
author = "J. Berkhout",
note = "Volume 25, Issue 3, pp 441-452",
year = "2015",
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language = "English",
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An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization. / Berkhout, J.

In: Discrete Event Dynamic Systems, Vol. 25, No. 3, 2015, p. 441-452.

Research output: Contribution to JournalArticleAcademicpeer-review

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JO - Discrete Event Dynamic Systems

JF - Discrete Event Dynamic Systems

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