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A new heuristic algorithm for probabilistic optimization

DSpace at IIT Bombay

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Title A new heuristic algorithm for probabilistic optimization
 
Creator JOSHI, RR
 
Description A new heuristic method is presented for solving a class of constrained probabilistic optimization problems where the random coefficients involved in the objective function are continuous. This optimization technique is general purpose and computationally feasible. The heuristic idea here has emanated from an analogy of the expected value function with the centre of gravity of a linear physical system. Theoretical results on the efficiency and reliability of the involved algorithm are presented along with computational results on some standard test problems and a real-world problem of antibody inventory control. The importance and scope of the approach is highlighted. (C) 1997 .
 
Publisher PERGAMON-ELSEVIER SCIENCE LTD
 
Date 2011-08-23T07:53:49Z
2011-12-26T12:56:21Z
2011-12-27T05:44:53Z
2011-08-23T07:53:49Z
2011-12-26T12:56:21Z
2011-12-27T05:44:53Z
1997
 
Type Article
 
Identifier COMPUTERS & OPERATIONS RESEARCH, 24(7), 687-697
0305-0548
http://dx.doi.org/10.1016/S0305-0548(96)00056-1
http://dspace.library.iitb.ac.in/xmlui/handle/10054/10445
http://hdl.handle.net/10054/10445
 
Language en