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

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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

Bibliographical note

Volume 25, Issue 3, pp 441-452

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