Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
From MaRDI portal
Publication:439343
DOI10.1016/j.ejor.2011.08.020zbMath1244.90176OpenAlexW2076833900MaRDI QIDQ439343
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.08.020
Related Items (2)
Direct zigzag search for discrete multi-objective optimization ⋮ Multi-objective retrospective optimization using stochastic zigzag search
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Constrained simultaneous confidence intervals for multiple comparisons with the best
- A mixed-integer simulation-based optimization approach with surrogate functions in water resources management
- Discrete convex analysis
- Optimization algorithm with probabilistic estimation
- Convergence analysis of gradient descent stochastic algorithms
- Application of a particle swarm optimization algorithm for determining optimum well location and type
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization
- On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization
- A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization
- Multiple Comparisons
- Discrete Optimization via Simulation Using COMPASS
- On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
- On two-stage selection procedures and related probability-inequalities
- Stochastic Comparison Algorithm for Discrete Optimization with Estimation
- Variable-sample methods for stochastic optimization
- A combined procedure for optimization via simulation
- Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem
- A geometric approach to maximum-speed n-dimensional continuous linear interpolation in rectangular grids
- Accelerating the convergence of random search methods for discrete stochastic optimization
- A Global Search Method for Discrete Stochastic Optimization
- Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
- A Method for Discrete Stochastic Optimization
- Nested partitions method for stochastic optimization
- A modification of the stochastic ruler method for discrete stochastic optimization
This page was built for publication: Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation