Solving discrete resource allocation problems using the Simultaneous Perturbation Stochastic Approximation (SPSA) algorithm.
Otis BrooksPublished in: SpringSim (3) (2007)
Keyphrases
- stochastic approximation
- monte carlo
- np hard
- learning algorithm
- dynamic programming
- multi start
- convergence rate
- combinatorial optimization
- objective function
- simulated annealing
- linear programming
- particle swarm optimization
- worst case
- resource allocation
- search space
- optimal solution
- theoretical guarantees
- neural network