An Approach for Accelerating the Convergence of Discrete Stochastic Optimization Procedures
MC01.2
An Approach for Accelerating the Convergence of Discrete Stochastic Optimization Procedures Mahmoud H. Alrefaei, Sigrun Andradottir --- U of WI, Dept. of IE, 1513 University Ave., Madison, WI 53706 ,
We present a way of modifying existing discrete stochastic optimization procedures. Both learning automata and methods for discrete simulation optimization will be considered. We give evidence that the new variants tend to converge faster than the original approaches.
