Discrete Optimization with Noisy Objective Function Measurements
Stacy D. Hill · Wiley Encyclopedia of Operations Research and Management Science · 2014
Abstract The problem of optimizing noisy objective functions over a discrete set—stochastic discrete optimization—occurs in a wide variety of practical applications. This article gives a general formulation of such optimization problems and indicates some of the diverse applications. It also describes several classes of methods for solving such problems and discusses some of their important features such as expected performance and computational efficiency.