Randomized algorithms for a certain real /spl mu/ computation problem
A. Yoon, Pramod P. Khargonekar · 1998
In this paper, we apply several random search algorithms to a very special /spl mu/ computation problem posed by Zhu, Huang, and Doyle (1997). The problem is NP hard and so different algorithms which compute solutions effectively are being investigated. The effectiveness of the randomized algorithms is assessed by running them on exactly the same examples used by Zhu, Huang, and Doyle and comparing the results with those obtained by their branch and bound algorithm. In particular, we present one simple random search algorithm which provides good estimates to the solution with reasonable computation times.