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

J. Berkhout

doi:10.1007/s10626-014-0191-9

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

J. Berkhout

Amsterdam Business Research Institute

Research output: Contribution to Journal › Article › Academic › peer-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 language	English
Pages (from-to)	441-452
Number of pages	12
Journal	Discrete Event Dynamic Systems
Volume	25
Issue number	3
DOIs	https://doi.org/10.1007/s10626-014-0191-9
Publication status	Published - 2015

Bibliographical note

Volume 25, Issue 3, pp 441-452

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1007/s10626-014-0191-9

Handle.net

Persistent link

Cite this

@article{80b44a4ae4ec44f6af2a4bd940697305,

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",

doi = "10.1007/s10626-014-0191-9",

language = "English",

volume = "25",

pages = "441--452",

journal = "Discrete Event Dynamic Systems",

issn = "0924-6703",

publisher = "Springer Netherlands",

number = "3",

}

TY - JOUR

T1 - An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization

AU - Berkhout, J.

N1 - Volume 25, Issue 3, pp 441-452

PY - 2015

Y1 - 2015

N2 - 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.

AB - 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.

U2 - 10.1007/s10626-014-0191-9

DO - 10.1007/s10626-014-0191-9

M3 - Article

VL - 25

SP - 441

EP - 452

JO - Discrete Event Dynamic Systems

JF - Discrete Event Dynamic Systems

SN - 0924-6703

IS - 3

ER -

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

Abstract

Bibliographical note

UN SDGs

Access to Document

Handle.net

Fingerprint

Cite this