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The corridor method: a dynamic programming inspired metaheuristic. (English) Zbl 1123.49027

A heuristic for large dynamic programs called the corridor method is proposed, wherein a candidate solution is found at each stage by a full fledged optimization routine that seeks the global optimum over a neighborhood that is selected explicitly keeping the optimization method in mind. The technique is illustrated by using the travelling salesman problem as an example.

MSC:

49L20 Dynamic programming in optimal control and differential games
90C39 Dynamic programming
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