A framework for locally convergent random-search algorithms for discrete optimization via simulation

DOI10.1145/1276927.1276932MaRDI QIDQ4565393zbMATH OpenOpenAlexFDO

Authors L. Jeff Hong, Barry L. Nelson

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1276927.1276932

zbMATH Keywords

random searchdiscrete stochastic optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Search theory (90B40)

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Cited in

(8)

• Solution quality of random search methods for discrete stochastic optimization
• Surrogate-based promising area search for Lipschitz continuous simulation optimization
• Theoretical framework for comparing several stochastic optimization approaches
• Speeding up COMPASS for high-dimensional discrete optimization via simulation
• Rapid screening algorithms for stochastically constrained problems
• An Asymptotically Optimal Set Approach for Simulation Optimization
• Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration
• Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms

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