New rollout algorithms for combinatorial optimization problems

New rollout algorithms for combinatorial optimization problems

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Article ID: iaor20031151
Country: United Kingdom
Volume: 17
Issue: 4
Start Page Number: 627
End Page Number: 654
Publication Date: Jul 2002
Journal: Optimization Methods & Software
Authors: , ,
Keywords: combinatorial analysis
Abstract:

Rollout algorithms are new computational approaches used to determine near-optimal solutions for deterministic and stochastic combinatorial optimization problems. They are built on a generic base heuristic with the aim to construct another hopefully improved heuristic. However, rollout algorithms can be very expensive from the computational point of view, so their use for practical applications can be limited. In this article, we propose modified versions of the rollout algorithms to solve deterministic optimization problems, defined in such a way to limit the computational cost, without worsening the quality of the final approximate solution obtained.

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