A MONTE-CARLO APPROACH FOR 0-1 PROGRAMMING-PROBLEMS

被引：4
|
作者：
BERTOCCHI, M [1 ]
BRANDOLINI, L [1 ]
SLOMINSKI, L [1 ]
SOBCZYNSKA, J [1 ]
机构：
[1] POLISH ACAD SCI,SYST RES INST,DEPT MATH PROGRAMMING,WARSAW 42,POLAND
来源：
COMPUTING | 1992年 / 48卷 / 3-4期
关键词：
MONTE-CARLO SEARCH; DISCRETE OPTIMIZATION; 0-1 KNAPSACK PROBLEM; ORDER STATISTICS;
D O I：
10.1007/BF02238637
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
A two-phase global random search procedure for solving some computationally intractable discrete optimization problems is proposed. Guarantees for quality of random search results are derived from analysis of non-asymptotic order statistics and distribution-free intervals that are obtainable in this way: the confidence interval for a quantile of given order, or the tolerance inteval for the parent distribution of goal function values. It has been shown that results, related to the muiticonstrained 0-1 knapsack problem, within a few percentage from the true optimal solution can be obtained.
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页码：259 / 274
页数：16
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