نتایج جستجو برای: stochastic optimization approach

تعداد نتایج: 1631932  

2008
Maxime Chevalier-Boisvert Clark Verbrugge

The memory alignment of executable code can have significant yet hard to predict effects on the run-time performance of programs, even in the presence of existing aggressive optimization. We present an investigation of two different approaches to instruction cache optimization—the first is an implementation of a well-known and established compile-time heuristic, and the second is our own stocha...

Journal: :Computers & OR 2005
Kin Keung Lai Wan-Lung Ng

Owning to similar business nature, it should be possible to directly migrate successful airline revenue management techniques to the hotel domain. However, one of the salient di0erences between airlines and hotels is rarely highlighted—the network structure of length of stay or the displacement e0ect. The hotel patrons go from a 4rst stay-over night to a last stay-over night in consecutive nigh...

2010

“Stochastic simulation optimization” (often shortened as simulation optimization) refers to stochastic optimization using simulation. Specifically, the underlying problem is stochastic and the goal is to find the values of controllable parameters (decision variables) to optimize some performance measures of interest, which are evaluated via stochastic simulation, such as discrete-event simulati...

2011
Elad Hazan Tomer Koren Nathan Srebro

We present an optimization approach for linear SVMs based on a stochasticprimal-dual approach, where the primal step is akin to an importance-weightedSGD, and the dual step is a stochastic update on the importance weights. Thisyields an optimization method with a sublinear dependence on the training setsize, and the first method for learning linear SVMs with runtime less the...

2012
MIGUEL CARRASCO BENJAMIN IVORRA RODRIGO LECAROS MANUEL RAMOS A. M. RAMOS

In this paper, we focus in developing a stochastic model for topology optimization. The principal objective of such a model is to find robust structures for a given main load having a stochastic behavior. In the first part, we present the expected compliance formulation and some results in topology optimization. Then, in order to illustrate the interest of our approach, we consider a preliminar...

2007
Prasanna Balaprakash Mauro Birattari Thomas Stützle Marco Dorigo

In recent years, much attention has been devoted to the development of metaheuristics and local search algorithms for tackling stochastic combinatorial optimization problems. In this paper, we propose an effective local search algorithm that makes use of empirical estimation techniques for a class of stochastic combinatorial optimization problems. We illustrate our approach and assess its perfo...

This article basically tries to examine the relationship between efficiency and risk in Iranian banking system. The scholars here simply employ two approaches, i.e. parametric (economic-based) approach, and non-parametric (mathematical optimization-based) approach, to assess the efficiency, rank the banks, select the optimal model and at last, identify the impact of credit, operational and liqu...

2013
Mehrdad Mahdavi Tianbao Yang Rong Jin

In this paper, we are interested in the development of efficient algorithms for convex optimization problems in the simultaneous presence of multiple objectives and stochasticity in the first-order information. We cast the stochastic multiple objective optimization problem into a constrained optimization problem by choosing one function as the objective and try to bound other objectives by appr...

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