Penalty function with memory for discrete optimization via simulation with stochastic constraints
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Publication:2795877
DOI10.1287/OPRE.2015.1417zbMATH Open1338.90285OpenAlexW2174751983MaRDI QIDQ2795877FDOQ2795877
Publication date: 22 March 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2015.1417
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Cites Work
- Optimization for simulation: theory vs. practice
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- Finding feasible systems in the presence of constraints on multiple performance measures
- Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
- Balanced explorative and exploitative search with estimation for simulation optimization
- A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation
- A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization
- A combined procedure for optimization via simulation
- Accelerating the convergence of random search methods for discrete stochastic optimization
- A modification of the stochastic ruler method for discrete stochastic optimization
- A model reference adaptive search method for stochastic global optimization
- Simulation-Based Discrete Optimization of Stochastic Discrete Event Systems Subject to Non Closed-Form Constraints
Cited In (7)
- An asymptotically optimal strategy for constrained multi-armed bandit problems
- Self-adjusting the tolerance level in a fully sequential feasibility check procedure
- Pareto set estimation with guaranteed probability of correct selection
- Rapid screening algorithms for stochastically constrained problems
- Efficient optimization algorithms for surgical scheduling under uncertainty
- Metamodel-based simulation optimization considering a single stochastic constraint
- Efficient optimization in stochastic production planning problems with product substitution
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