A Modified Quasi‐Newton Method for Optimization in Simulation

DOI10.1111/J.1475-3995.1997.TB00078.XMaRDI QIDQ4370620zbMATH OpenOpenAlexFDO

Authors Chiang Kao, Shih-Pin Chen, Wheyming Tina Song

Publication date 6 January 1998

Published in International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1475-3995.1997.tb00078.x

zbMATH Keywords

\(M/M/1\) queueingquasi-Newton methodsimulationstochastic approximation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Nonlinear programming (90C30) Applications of mathematical programming (90C90)

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Cites work

• Comparison of gradient estimation techniques for queues with non- identical servers
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• scientific article; zbMATH DE number 50742 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 953057 (Why is no real title available?)
• scientific article; zbMATH DE number 3382096 (Why is no real title available?)
• Optimization of Simulation via Quasi-Newton Methods
• Optimization of stochastic simulation models
• Optimization via simulation: A review
• Substitute derivatives in unconstrained optimization: A comparison of finite difference and response surface approximations

Cited in

(11)

• An alternating variable method with varying replications for simulation response optimization
• Simulation response optimization via direct conjugate direction method
• A modified quasisecant method for global optimization
• A stochastic quasi-Newton method for simulation response optimization
• Simulation-based optimization by new stochastic approximation algorithm
• A direct search method for unconstrained quantile-based simulation optimization
• Optimization of Simulation via Quasi-Newton Methods
• Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization
• A simulation-based differential evolution algorithm for stochastic parallel machine scheduling with operational considerations
• Introducing a modified gradient vector method for optimization of accident prediction non-linear functions
• Spectral projected gradient method for stochastic optimization

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