作者:LECUYER, P; GIROUX, N; GLYNN, PW
作者单位:Stanford University
摘要:This paper gives numerical illustrations of the behavior of stochastic approximation, combined with different derivative estimation techniques, to optimize a steady-state system. It is a companion paper to L'Ecuyer and Glynn (1993), which gives convergence proofs for most of the variants experimented here. The numerical experiments are made with a simple M/M/1 queue, which while simple, serves to illustrate the basic convergence properties and possible pitfalls of the various techniques.
作者:GENDREAU, M; HERTZ, A; LAPORTE, G
作者单位:Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要:The purpose of this paper is to describe TABUROUTE, a new tabu search heuristic for the vehicle routing problem with capacity and route length restrictions. The algorithm considers a sequence of adjacent solutions obtained by repeatedly removing a vertex from its current route and reinserting it into another route. This is done by means of a generalized insertion procedure previously developed by the authors. During the course of the algorithm, infeasible solutions are allowed. Numerical tests...