The convergent optimization via most promising area stochastic search (COMPASS) algorithm is a locally convergent random search algorithm for solving discrete optimization via simulation problems. COMPASS has drawn a significant amount of attention since its introduction. While the asymptotic conver
Speeding up simulation applications using WinGrid
β Scribed by Navonil Mustafee; Simon J. E. Taylor
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 514 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1532-0626
- DOI
- 10.1002/cpe.1401
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We extend the algorithm of Galil and Giancarlo, which speeds up dynamic programming in the case of concave cost functions, such that a compact representation of all optimal solutions is computed. Compared to the GalilαGiancarlo algorithm our time bound grows only by a small constant factor. With a c
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