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On Metaheuristics for Stochastic Combinatorial Optimization Problems

This blogger has spent his entire professional live in the subject of OPTIMIZATION. Generally speaking, there are two major types of such problems. First type may be classified as those involving continuous variables where calculus and other related analytical techniques play a major role. Stochastic optimal control theory being the most complex branch and representative of this type of problems. The other type of optimization problems is the subject of the title of this blog. Problems of this type are basically combinatorial. Since very little is continuous in such problem, solution methods generally involving “search” among a very large set of distinct possible candidates. While this blogger is generally familiar with the methodology in this combinatorial optimization area, he has not personal worked on problems in this area and contributed to the literature. Thus, it is a pleasure to report that I recently came across a very good and thorough literature survey/review of this area in a 2008 paper with the title of this blog (A_survey_on_metaheuristics_for_stochasti.pdf ). It is rather long but can be read in small doses as coverage of each subtopics is not that dependent on other sections. I highly recommend this paper.