Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
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Publication:523576
DOI10.1007/s10589-016-9875-4zbMath1370.90162MaRDI QIDQ523576
Publication date: 21 April 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-016-9875-4
stochastic optimization; simulation; constrained optimization; quasi-Newton methods; stochastic approximation algorithms; multi-stage queueing networks; smoothed functional algorithm
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