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An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization

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Abstract

In this paper we present an accelerated stopping rule for improving the performance of the Nested Partition Hybrid Algorithm (NPHA), which is a general purpose algorithm for stochastic discrete optimization. Numerical examples will illustrate the impact of the accelerated stopping rule on the overall performance of NPHA.

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Authors and Affiliations

  1. VU University Amsterdam, Faculty of Economics and Business Administration, De Boelelaan, 1105, 1081, HV, Amsterdam, The Netherlands

    Joost Berkhout

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  1. Joost Berkhout
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Correspondence to Joost Berkhout.

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Berkhout, J. An accelerated stopping rule for the Nested Partition Hybrid Algorithm for discrete stochastic optimization. Discrete Event Dyn Syst 25, 441–452 (2015). https://doi.org/10.1007/s10626-014-0191-9

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  • DOI: https://doi.org/10.1007/s10626-014-0191-9

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