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

作者：Berkhout Joost^*

来源：Discrete Event Dynamic Systems, 2015, 25(3): 441-452.

DOI：10.1007/s10626-014-0191-9

• Stochastic discrete optimization
• Simulation
• Random search approach
• Nested Partitions Hybrid Algorithm

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.

• 出版日期2015-9