A Partition-Based Random Search for Stochastic Constrained Optimization via Simulation

DOI10.1109/TAC.2016.2570119MaRDI QIDQ2989581zbMATH OpenOpenAlexFDO

Authors Siyang Gao, Weiwei Chen

Publication date 8 June 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2016.2570119

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonconvex programming, global optimization (90C26)

Cited in

(8)

• Partitioned random search for global optimization with sampling cost and discounting factor
• Pareto set estimation with guaranteed probability of correct selection
• Efficient estimation of a risk measure requiring two-stage simulation optimization
• Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization
• Finding Feasible Systems for Subjective Constraints Using Recycled Observations
• Probabilistic branch and bound considering stochastic constraints
• Self-adjusting the tolerance level in a fully sequential feasibility check procedure
• Optimal computing budget allocation to select Pareto set under stochastic constraints

This page was built for publication: A Partition-Based Random Search for Stochastic Constrained Optimization via Simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2989581)