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þ In an optimization problem, we are attempting to
maximize or minimize some variable (such as profit, time,
etc.)
þ Stochastic optimization refers to any optimization
technique which incorporates probabilistic elements.
þ The random element may be a part of the problem
itself
þ Ex: valuation of financial derivatives
þ The random element may be a part of the solution
þ Ex: random search
þ Process is usually applied repeatedly, and the
aggregate results are studied.
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þ iven a set of cities and their pair-wise distances,
determine the shortest possible tour which visits each
city exactly once and ends at the starting city.
A
12 14
32 28
29
C B
27 31
22 20
D E
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