On the convergence rate of ordinal optimization for a class of stochastic discrete resource allocation problems.
Liyi DaiChristos G. CassandrasChristos G. PanayiotouPublished in: IEEE Trans. Autom. Control. (2000)
Keyphrases
- convergence rate
- resource allocation problems
- global convergence
- faster convergence rate
- step size
- learning rate
- convergence speed
- resource allocation
- mutation operator
- global optimization
- numerical stability
- optimization problems
- optimization method
- primal dual
- optimization algorithm
- gradient method
- wavelet neural network
- optimization methods
- lower bound
- resource constraints
- number of iterations required
- np hard