A framework for locally convergent random-search algorithms for discrete optimization via simulation
DOI10.1145/1276927.1276932zbMATH Open1390.90337OpenAlexW1965055282MaRDI QIDQ4565393FDOQ4565393
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
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Numerical optimization and variational techniques (65K10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Search theory (90B40)
Cited In (8)
- Theoretical framework for comparing several stochastic optimization approaches
- Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
- Speeding up COMPASS for high-dimensional discrete optimization via simulation
- Rapid screening algorithms for stochastically constrained problems
- Solution quality of random search methods for discrete stochastic optimization
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Surrogate-based promising area search for Lipschitz continuous simulation optimization
- Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration
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