Stochastic approximation algorithms for constrained optimization via simulation.
Shalabh BhatnagarN. HemachandraVivek Kumar MishraPublished in: ACM Trans. Model. Comput. Simul. (2011)
Keyphrases
- approximation algorithms
- constrained optimization
- np hard
- special case
- constrained optimization problems
- approximation schemes
- worst case
- vertex cover
- objective function
- unconstrained optimization
- minimum cost
- constraint handling
- primal dual
- penalty function
- penalty functions
- approximation ratio
- augmented lagrangian
- precedence constraints
- set cover
- exact algorithms
- constant factor
- randomized algorithms
- polynomial time approximation
- combinatorial auctions
- upper bound
- open shop
- mathematical model
- constraint satisfaction problems
- interval analysis