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Stochastic Optimization: a Review


  • Dimitris Fouskakis
  • David Draper


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Suggested Citation

  • Dimitris Fouskakis & David Draper, 2002. "Stochastic Optimization: a Review," International Statistical Review, International Statistical Institute, vol. 70(3), pages 315-349, December.
  • Handle: RePEc:bla:istatr:v:70:y:2002:i:3:p:315-349

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    References listed on IDEAS

    1. Taillard, E., 1990. "Some efficient heuristic methods for the flow shop sequencing problem," European Journal of Operational Research, Elsevier, vol. 47(1), pages 65-74, July.
    2. Dowsland, Kathryn A., 1993. "Some experiments with simulated annealing techniques for packing problems," European Journal of Operational Research, Elsevier, vol. 68(3), pages 389-399, August.
    3. Manuel Laguna & Fred Glover, 1993. "Bandwidth Packing: A Tabu Search Approach," Management Science, INFORMS, vol. 39(4), pages 492-500, April.
    4. Brigitte Jaumard & Pierre Hansen & Marcus Poggi de Aragão, 1991. "Column Generation Methods for Probabilistic Logic," INFORMS Journal on Computing, INFORMS, vol. 3(2), pages 135-148, May.
    5. Fred Glover, 1989. "Tabu Search---Part I," INFORMS Journal on Computing, INFORMS, vol. 1(3), pages 190-206, August.
    6. David S. Johnson & Cecilia R. Aragon & Lyle A. McGeoch & Catherine Schevon, 1989. "Optimization by Simulated Annealing: An Experimental Evaluation; Part I, Graph Partitioning," Operations Research, INFORMS, vol. 37(6), pages 865-892, December.
    7. C.R. Reeves, 1999. "Landscapes, operators and heuristic search," Annals of Operations Research, Springer, vol. 86(0), pages 473-490, January.
    8. Kate A. Smith, 1999. "Neural Networks for Combinatorial Optimization: A Review of More Than a Decade of Research," INFORMS Journal on Computing, INFORMS, vol. 11(1), pages 15-34, February.
    9. Colin R. Reeves, 1997. "Feature Article---Genetic Algorithms for the Operations Researcher," INFORMS Journal on Computing, INFORMS, vol. 9(3), pages 231-250, August.
    10. Fred Glover, 1990. "Tabu Search: A Tutorial," Interfaces, INFORMS, vol. 20(4), pages 74-94, August.
    11. Ishibuchi, Hisao & Misaki, Shinta & Tanaka, Hideo, 1995. "Modified simulated annealing algorithms for the flow shop sequencing problem," European Journal of Operational Research, Elsevier, vol. 81(2), pages 388-398, March.
    12. David Draper, 1995. "Inference and Hierarchical Modeling in the Social Sciences," Journal of Educational and Behavioral Statistics, , vol. 20(2), pages 115-147, June.
    13. Fu, Hsin-Pin & Su, Chao-Ton, 2000. "A comparison of search techniques for minimizing assembly time in printed wiring assembly," International Journal of Production Economics, Elsevier, vol. 63(1), pages 83-98, January.
    14. Fred Glover, 1990. "Tabu Search—Part II," INFORMS Journal on Computing, INFORMS, vol. 2(1), pages 4-32, February.
    15. Jadranka Skorin-Kapov, 1990. "Tabu Search Applied to the Quadratic Assignment Problem," INFORMS Journal on Computing, INFORMS, vol. 2(1), pages 33-45, February.
    16. Connolly, David T., 1990. "An improved annealing scheme for the QAP," European Journal of Operational Research, Elsevier, vol. 46(1), pages 93-100, May.
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    Cited by:

    1. Carapellucci, Roberto & Giordano, Lorena, 2013. "A methodology for the synthetic generation of hourly wind speed time series based on some known aggregate input data," Applied Energy, Elsevier, vol. 101(C), pages 541-550.
    2. Paolo Postiglione & M. Andreano & Roberto Benedetti, 2013. "Using Constrained Optimization for the Identification of Convergence Clubs," Computational Economics, Springer;Society for Computational Economics, vol. 42(2), pages 151-174, August.
    3. repec:eee:appene:v:198:y:2017:i:c:p:267-279 is not listed on IDEAS
    4. Gamarra, Carlos & Guerrero, Josep M., 2015. "Computational optimization techniques applied to microgrids planning: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 413-424.
    5. Khayyam, Hamid & Naebe, Minoo & Bab-Hadiashar, Alireza & Jamshidi, Farshid & Li, Quanxiang & Atkiss, Stephen & Buckmaster, Derek & Fox, Bronwyn, 2015. "Stochastic optimization models for energy management in carbonization process of carbon fiber production," Applied Energy, Elsevier, vol. 158(C), pages 643-655.
    6. Roberto Benedetti & Monica Pratesi & Nicola Salvati, 2013. "Local stationarity in small area estimation models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(1), pages 81-95, March.
    7. repec:eee:jomega:v:76:y:2018:i:c:p:70-84 is not listed on IDEAS
    8. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika van der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639.
    9. Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.

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