Rollout algorithms for combinatorial optimization

Rollout algorithms for combinatorial optimization

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Article ID: iaor20003732
Country: United States
Volume: 3
Issue: 3
Start Page Number: 245
End Page Number: 262
Publication Date: Jul 1997
Journal: Journal of Heuristics
Authors: , ,
Keywords: combinatorial optimization
Abstract:

We consider the approximate solution of discrete optimization problems using procedures that are capable of magnifying the effectiveness of any given heuristic algorithm through sequential application. In particular, we embed the problem within a dynamic programming framework, and we introduce several types of rollout algorithms, which are related to notions of policy iteration. We provide conditions guaranteeing that the rollout algorithm improves the performance of the original heuristic algorithm. The method is illustrated in the context of a machine maintenance and repair problem.

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