A Set of Examples of Global and Discrete Optimization: Applications of Bayesian Heuristic Approach
Saved in:
Bibliographic Details
Main Author: Mockus, Jonas (Author)
Format: Electronic eBook
Language:English
Published: Boston, MA Springer US 2000
Series:Applied Optimization 41
Subjects:
Online Access:Volltext
Item Description:This book shows how the Bayesian Approach (BA) improves well­known heuristics by randomizing and optimizing their parameters. That is the Bayesian Heuristic Approach (BHA). The ten in-depth examples are designed to teach Operations Research using Internet. Each example is a simple representation of some important family of real-life problems. The accompanying software can be run by remote Internet users. The supporting web-sites include software for Java, C++, and other languages. A theoretical setting is described in which one can discuss a Bayesian adaptive choice of heuristics for discrete and global optimization problems. The techniques are evaluated in the spirit of the average rather than the worst case analysis. In this context, "heuristics" are understood to be an expert opinion defining how to solve a family of problems of discrete or global optimization. The term "Bayesian Heuristic Approach" means that one defines a set of heuristics and fixes some prior distribution on the results obtained. By applying BHA one is looking for the heuristic that reduces the average deviation from the global optimum. The theoretical discussions serve as an introduction to examples that are the main part of the book. All the examples are interconnected. Different examples illustrate different points of the general subject. However, one can consider each example separately, too
Physical Description:1 Online-Ressource (XIV, 322 p)
ISBN:9781461546719
9781461371144
ISSN:1384-6485
DOI:10.1007/978-1-4615-4671-9

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text