eprintid: 4962
rev_number: 25
eprint_status: archive
userid: 351
dir: disk0/00/00/49/62
datestamp: 2016-01-15 02:07:54
lastmod: 2021-08-27 17:15:46
status_changed: 2016-01-15 02:07:54
type: monograph
metadata_visibility: show
item_issues_count: 3
creators_name: Norkin, V.I.
creators_name: Pflug, G.C.
creators_name: Ruszczynski, A.
creators_id: AL1055
creators_id: 1361
creators_id: 1475
creators_orcid: 0000-0001-8215-3550
title: A Branch and Bound Method for Stochastic Global Optimization
ispublished: pub
internal_subjects: iis_met
divisions: prog_opt
abstract: A stochastic version of the branch and bound method is proposed for solving stochastic global optimization problems. The method, instead of deterministic bounds, uses stochastic upper and lower estimates of the optimal value of subproblems, to guide the partitioning process. Almost sure convergence of the method is proved and random accuracy estimates derived. Methods for constructing random bounds for stochastic global optimization problems are discussed. The theoretical considerations are illustrated with an example of a facility location problem.
date: 1996-06
date_type: published
publisher: WP-96-065
iiasapubid: WP-96-065
price: 10
creators_browse_id: 2245
creators_browse_id: 229
creators_browse_id: 1544
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 29
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Norkin, V.I. <https://pure.iiasa.ac.at/view/iiasa/2245.html>, Pflug, G.C. <https://pure.iiasa.ac.at/view/iiasa/229.html> ORCID: https://orcid.org/0000-0001-8215-3550 <https://orcid.org/0000-0001-8215-3550>, & Ruszczynski, A. <https://pure.iiasa.ac.at/view/iiasa/1544.html>  (1996).  A Branch and Bound Method for Stochastic Global Optimization.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-065     
document_url: https://pure.iiasa.ac.at/id/eprint/4962/1/WP-96-065.pdf