An alternating variable method with varying replications for simulation response optimization

DOI10.1016/J.CAMWA.2004.02.005MaRDI QIDQ1770651zbMATH OpenOpenAlexFDO

Authors Shih-Pin Chen

Publication date 7 April 2005

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2004.02.005

zbMATH Keywords

Nonlinear programmingSimulationStochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonlinear programming (90C30)

Recommendations

• A stochastic quasi-Newton method for simulation response optimization
• Optimization of discrete variable stochastic systems by computer simulation
• Simulation response optimization via direct conjugate direction method
• An investigation of the behavior of simulation response surfaces
• scientific article; zbMATH DE number 2159458

Cites work

• `` Direct Search Solution of Numerical and Statistical Problems
• A Modified Quasi‐Newton Method for Optimization in Simulation
• A one-measurement form of simultaneous perturbation stochastic approximation
• A Scaled Stochastic Approximation Algorithm
• A Sequential Procedure for Determining the Length of a Steady-State Simulation
• A Stochastic Approximation Algorithm with Varying Bounds
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Analysis of Sample-Path Optimization
• scientific article; zbMATH DE number 4170678 (Why is no real title available?)
• scientific article; zbMATH DE number 3825682 (Why is no real title available?)
• 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 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 1416627 (Why is no real title available?)
• scientific article; zbMATH DE number 3216838 (Why is no real title available?)
• Nelder-Mead Simplex Modifications for Simulation Optimization
• Optimization of Simulation via Quasi-Newton Methods
• Optimization via simulation: A review
• Response Surface Methodology: 1966-1988
• Sample-path optimization of convex stochastic performance functions
• Simulation optimization of buffer allocations in production lines with unreliable machines
• Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State
• Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State
• Testing Unconstrained Optimization Software

Cited in

(5)

• An investigation of the behavior of simulation response surfaces
• Simulation response optimization via direct conjugate direction method
• A stochastic quasi-Newton method for simulation response optimization
• scientific article; zbMATH DE number 1944332 (Why is no real title available?)
• Variable-number sample-path optimization

Describes a project that uses

Uses Software

• minpack

This page was built for publication: An alternating variable method with varying replications for simulation response optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1770651)