An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization

DOI10.1287/ijoc.1100.0438zbMath1462.90073OpenAlexW2102698412MaRDI QIDQ2815429

Ebru Angün, Jack P. C. Kleijnen

Publication date: 29 June 2016

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/a69dfa59-b0e1-45bd-8cd6-a9529d4d8d96

zbMATH Keywords

simulationdesign of experimentsstatistical analysisblack-box simulation-optimizationwhite-box simulation-optimization

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

Approximating the objective function's gradient using perceptrons for constrained minimization with application in drag reduction, Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates

Uses Software

• bootstrap

Cites Work

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