Gradient-Based Simulation Optimization Algorithms via Multi-Resolution System Approximations.
Jingxu XuZeyu ZhengPublished in: INFORMS J. Comput. (2023)
Keyphrases
- multiresolution
- optimization problems
- benchmark datasets
- learning algorithm
- significant improvement
- computationally efficient
- discrete optimization
- neural network
- global optimization
- times faster
- orders of magnitude
- theoretical analysis
- stochastic search
- lower bound
- computational complexity
- computationally tractable
- variational methods
- efficient optimization
- convex optimization problems
- optimization procedure
- optimization methods
- convergence rate
- computational efficiency
- graphical models
- upper bound
- computational cost
- bayesian networks
- genetic algorithm