Title of article :
Heuristicmethodsfortheoptimalstatisticmedianproblem
Author/Authors :
Stefano Benati، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2011
Abstract :
We considertheproblemoffindingtheconvexcombinationofvectorsforwhichthemedianis
maximum.Theobjectivefunctionofthisproblemisnon-concaveandnon-differentiable,withmany
local optimathatcantrapanysubgradientalgorithm.Soweanalyzedandtestedsomeheuristic
procedurestofindoptimalornear-optimalsolutions.First,weintroducedavariantofRandomRestart,
in whichstartingsolutionsaretheverticesofthesimplex,andweprovedthatsmallsizeproblemsare
solvedbythisprocedure.Then,weanalyzedtwoversionsofVariableNeighborhoodSearchthatare
usedtoexplorethewholespaceofthefeasiblesolutions,andweshowthatthecontinuousversionis
more powerfulthanthediscreteversion.
Keywords :
Non-differentiable optimization , Variable neighborhood search , Global optimization , v Statistic median problem , Local search
Journal title :
Computers and Operations Research
Journal title :
Computers and Operations Research
