Title :
Optimization test problems with uniformly distributed coefficients
Author :
Reilly, Charles H.
Author_Institution :
Dept. of Ind. & Syst. Eng., Ohio State Univ., Columbus, OH, USA
Abstract :
When an empirical evaluation of a solution method for an optimization problem is conducted, a standard approach is to generate test problems in which all of the coefficients are assumed to be independently and uniformly distributed. However, the performance of algorithms and heuristics can degrade as the correlation among the coefficients in integer programming test problems is strengthened. The author shows how to characterize the joint distribution of two discrete uniform random variables with any feasible correlation and any feasible value for the smallest joint probability when the number of possible values of one random variable is a multiple of the number of possible values of the other. This characterization is used in an experiment with randomly generated 0-1 knapsack problems, and the results of the experiment are summarized
Keywords :
heuristic programming; integer programming; operations research; algorithms; discrete uniform random variables; empirical evaluation; heuristics; optimisation test problems; optimization problem; randomly generated 0-1 knapsack problems; smallest joint probability; uniformly distributed coefficients; Degradation; Dynamic programming; Heuristic algorithms; Linear programming; Optimization methods; Production; Random variables; System testing; Systems engineering and theory; Uncertainty;
Conference_Titel :
Simulation Conference, 1991. Proceedings., Winter
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-0181-1
DOI :
10.1109/WSC.1991.185697
