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首页> 外文期刊>ACM Transactions on Modeling and Computer Simulation >A Framework for Locally Convergent Random-Search Algorithms for Discrete Optimization via Simulation
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A Framework for Locally Convergent Random-Search Algorithms for Discrete Optimization via Simulation

机译:通过仿真离散优化的局部收敛随机搜索算法框架

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摘要

The goal of this article is to provide a general framework for locally convergent random-search algorithms for stochastic optimization problems when the objective function is embedded in a stochastic simulation and the decision variables are integer ordered. The framework guarantees desirable asymptotic properties, including almost-sure convergence and known rate of convergence, for any algorithms that conform to its mild conditions. Within this framework, algorithm designers can incorporate sophisticated search schemes and complicated statistical procedures to design new algorithms.
机译:本文的目的是为在随机模拟中嵌入目标函数且决策变量为整数序的情况下针对随机优化问题的局部收敛随机搜索算法提供一个通用框架。该框架为符合其温和条件的任何算法保证了理想的渐近性质,包括几乎确定的收敛性和已知的收敛速度。在此框架内,算法设计人员可以结合复杂的搜索方案和复杂的统计过程来设计新算法。

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