Adaptive random search for continuous simulation optimization

DOI10.1002/nav.20422zbMath1198.90303OpenAlexW2046752469MaRDI QIDQ3588809

Andrei A. Prudius, Sigrún Andradóttir

Publication date: 10 September 2010

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.20422

zbMATH Keywords

local searchpure random searchadaptive search with resamplingdeterministic and stochastic shrinking ball methodsglobal convergence in probability and almost surely

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces, Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization, Rapid screening algorithms for stochastically constrained problems, Single observation adaptive search for discrete and continuous stochastic optimization, Hesitant adaptive search with estimation and quantile adaptive search for global optimization with noise, Single Observation Adaptive Search for Continuous Simulation Optimization, An Asymptotically Optimal Set Approach for Simulation Optimization, Surrogate-Based Promising Area Search for Lipschitz Continuous Simulation Optimization, Optimal Learning with Local Nonlinear Parametric Models over Continuous Designs, Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data

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