A direct search method for unconstrained quantile-based simulation optimization
From MaRDI portal
Publication:319799
DOI10.1016/j.ejor.2015.05.010zbMath1346.90637OpenAlexW2163734135MaRDI QIDQ319799
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.05.010
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
Related Items (2)
An efficient simulation optimization method for the generalized redundancy allocation problem ⋮ Discrete conditional-expectation-based simulation optimization: methodology and applications
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Gradient-based simulation optimization under probability constraints
- Implementing the Nelder-Mead simplex algorithm with adaptive parameters
- A quantile-based approach to system selection
- Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- Correlation-Induction Techniques for Estimating Quantiles in Simulation Experiments
- Convergence of the Restricted Nelder--Mead Algorithm in Two Dimensions
- Approximation Theorems of Mathematical Statistics
- Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
- Lectures on Stochastic Programming
- Testing Unconstrained Optimization Software
- A new distribution-free quantile estimator
- A generalized quantile estimator
- Nelder-Mead Simplex Modifications for Simulation Optimization
- Introduction to Stochastic Search and Optimization
- Stochastic approximation algorithms for constrained optimization via simulation
- A comparison of quantile estimators
- A Stochastic Approximation Algorithm with Varying Bounds
- Estimating Quantile Sensitivities
- A Simplex Method for Function Minimization
- Stochastic Estimation of the Maximum of a Regression Function
- A Stochastic Approximation Method
This page was built for publication: A direct search method for unconstrained quantile-based simulation optimization
