Estimation of optimality gap using stratified sampling

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Abstract

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.

Original languageEnglish
Pages (from-to)710-720
Number of pages11
JournalApplied Mathematics and Computation
Volume171
Issue number2
DOIs
Publication statusPublished - 2005 Dec 15

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All Science Journal Classification (ASJC) codes

  • Computational Mathematics
  • Applied Mathematics

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