Data farming the parameters of simulation-optimization solvers

DOI10.1145/3680282MaRDI QIDQ6942616zbMATH OpenFDO

Authors Sara Shashaani, David J. Eckman, Susan M. Sanchez

Publication date 18 August 2025

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/3680282

zbMATH Keywords

ASTRO-DFdata farmingdesign of experimentsparameter tuningsimulation optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10) Stochastic programming (90C15)

Cites work

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• Global optimization of stochastic black-box systems via sequential kriging meta-models
• scientific article; zbMATH DE number 6276119 (Why is no real title available?)
• Hyperband: a novel bandit-based approach to hyperparameter optimization
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• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
• SimOpt: A Testbed for Simulation-Optimization Experiments
• Very large fractional factorial and central composite designs

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