A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization.
Talal M. AlkhamisMohamed A. AhmedPublished in: Eur. J. Oper. Res. (2006)
Keyphrases
- dynamic programming
- optimization algorithm
- optimization process
- detection algorithm
- likelihood ratio
- learning algorithm
- cost function
- expectation maximization
- search space
- k means
- stochastic gradient
- preprocessing
- objective function
- worst case
- monte carlo
- convergence rate
- test statistic
- optimization model
- gradient projection
- optimization method
- knowledge discovery
- feature vectors
- reinforcement learning
- feature selection