A stochastic quasi-Newton method for simulation response optimization
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Cited in
(17)- Algorithm 1007: QNSTOP -- quasi-Newton algorithm for stochastic optimization
- Response surface methodology with stochastic constraints for expensive simulation
- Towards explicit superlinear convergence rate for SR1
- Simulation response optimization via direct conjugate direction method
- An improved version of DYNAMIC-Q for simulation-based optimization using response surface gradients and an adaptive trust region
- An asymptotic test of optimality conditions in multiresponse simulation optimization
- Optimization of Simulation via Quasi-Newton Methods
- Time value of delays in unreliable production systems with mixed uncertainties of fuzziness and randomness
- A gradient method for unconstrained optimization in noisy environment
- \texttt{TRIQS/SOM}: implementation of the stochastic optimization method for analytic continuation
- Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization
- A direct search method for unconstrained quantile-based simulation optimization
- An alternating variable method with varying replications for simulation response optimization
- Statistical testing of optimality conditions in multiresponse simulation-based optimization
- Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
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- Continuous optimization via simulation using golden region search
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