Estimation of optimality gap using stratified sampling
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摘要
We construct the optimality gap, which is one form of the validation analysis, with the help of stratified sampling. We show that the stratified sampling procedure is better than the simple random sampling in the estimation of optimality gap.
论文关键词：Optimality gap,Validation analysis,Sample based optimization,Stratified sampling
论文评审过程：Available online 22 March 2005.
论文官网地址：https://doi.org/10.1016/j.amc.2005.01.080
