Title of article
Heuristicmethodsfortheoptimalstatisticmedianproblem
Author/Authors
Stefano Benati، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2011
Pages
8
From page
379
To page
386
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
Serial Year
2011
Journal title
Computers and Operations Research
Record number
927863
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