Simulation optimization: a review of algorithms and applications
From MaRDI portal
Publication:5919176
DOI10.1007/s10288-014-0275-2zbMath1317.90002arXiv1706.08591OpenAlexW2034391927WikidataQ59478847 ScholiaQ59478847MaRDI QIDQ5919176
Nikolaos V. Sahinidis, Scott J. Bury, Satyajith Amaran, Bikram Sharda
Publication date: 23 February 2015
Published in: Annals of Operations Research, 4OR (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.08591
Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Twelve surveys in operations research, Rapid screening algorithms for stochastically constrained problems, Optimization of black-box problems using Smolyak grids and polynomial approximations, Surrogate-based feasibility analysis for black-box stochastic simulations with heteroscedastic noise, Single observation adaptive search for discrete and continuous stochastic optimization, Machine learning-based surrogate modeling for data-driven optimization: a comparison of subset selection for regression techniques, An efficient simulation optimization method for the generalized redundancy allocation problem, Product price alignment with seller service rating and consumer satisfaction, A simulation-based optimization approach for the calibration of a discrete event simulation model of an emergency department, Augmented simulation methods for discrete stochastic optimization with recourse, UAV routing by simulation-based optimization approaches for forest fire risk mitigation, Surrogate-based branch-and-bound algorithms for simulation-based black-box optimization, A variable neighborhood search simheuristic algorithm for reliability optimization of smart grids under uncertainty, A subset-selection-based derivative-free optimization algorithm for dynamic operation optimization in a steel-making process, Simulation optimization for stochastic casualty collection point location and resource allocation problem in a mass casualty incident, Solving the time capacitated arc routing problem under fuzzy and stochastic travel and service times, GPU parameter tuning for tall and skinny dense linear least squares problems, Surveys in operations research, Optimising the barrier coverage of a wireless sensor network with hub-and-spoke topology using mathematical and simulation models, MOMPA: multi-objective marine predator algorithm, Learning Enabled Constrained Black-Box Optimization, A joint problem of strategic workforce planning and fleet renewal: with an application in defense, Linear programming-based directed local search for expensive multi-objective optimization problems: application to drinking water production plants, Embedding optimization with deterministic discrete event simulation for assignment of cross-trained operators: an assembly line case study, Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates, Simulation optimization: a review of algorithms and applications, A zeroth order method for stochastic weakly convex optimization, SMGO: a set membership approach to data-driven global optimization, Derivative-free optimization methods, Data-driven spatial branch-and-bound algorithms for box-constrained simulation-based optimization, Augmented probability simulation methods for sequential games, Optimization of Stochastic Blackboxes with Adaptive Precision, Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
Uses Software
Cites Work
- A Simplex Method for Function Minimization
- Stochastic Estimation of the Maximum of a Regression Function
- A Stochastic Approximation Method
- Handbook of metaheuristics
- Simulation optimization: a review of algorithms and applications
- Design and analysis of simulation experiments
- Nested partitions method for stochastic optimization
- Benchmarking optimization software with performance profiles.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Engineering optimisation by cuckoo search
- Continuous optimization via simulation using golden region search
- The cross-entropy method for continuous multi-extremal optimization
- A simulation-based evolutionary approach to LNA circuit design optimization
- Kriging metamodeling in simulation: a review
- A survey on metaheuristics for stochastic combinatorial optimization
- Statistical testing of optimality conditions in multiresponse simulation-based optimization
- Automatic differentiation: techniques and applications
- Asymptotic analysis of stochastic programs
- Global optimization requires global information
- Efficient global optimization of expensive black-box functions
- Lipschitzian optimization without the Lipschitz constant
- Universal alignment probabilities and subset selection for ordinal optimization
- Sample-path optimization of convex stochastic performance functions
- Integrating simulation and optimisation in health care centre management
- Tabu search and finite convergence
- Determining buffer location and size in production lines using tabu search
- Simulated annealing for discrete optimization with estimation
- Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
- Optimization via simulation: A review
- An explanation of ordinal optimization: Soft computing for hard problems
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- The cross-entropy method for combinatorial and continuous optimization
- Modelling and optimization of average travel time for a metro line by simulation and response surface methodology
- Derivative-free optimization: a review of algorithms and comparison of software implementations
- Multi-objective ordinal optimization for simulation optimization problems
- Comparison of selection rules for ordinal optimization
- A tutorial on the cross-entropy method
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Determination of optimum geometries for a planar re-configurable machining platform using the LFOPC optimization algorithm
- Simulation-based optimization of process control policies for inventory management in supply chains
- Principles of scatter search
- Ant colony optimization theory: a survey
- A Direct Search Algorithm for Optimization with Noisy Function Evaluations
- Active Learning
- A Revised Simplex Search Procedure for Stochastic Simulation Response Surface Optimization
- Feature Article: Optimization for simulation: Theory vs. Practice
- The Knowledge-Gradient Policy for Correlated Normal Beliefs
- Introduction to Stochastic Programming
- The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
- A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization
- Multiple Comparisons
- Response surface methodology with stochastic constraints for expensive simulation
- Discrete Optimization via Simulation Using COMPASS
- A Model Reference Adaptive Search Method for Global Optimization
- Evaluating Derivatives
- Fully sequential procedures for comparing constrained systems via simulation
- Introduction to Derivative-Free Optimization
- Cooling Schedules for Optimal Annealing
- Simulated Annealing – An Annotated Bibliography
- `` Direct Search Solution of Numerical and Statistical Problems
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Stochastic Discrete Optimization
- Nelder-Mead Simplex Modifications for Simulation Optimization
- Feature Article—Genetic Algorithms for the Operations Researcher
- Introduction to Stochastic Search and Optimization
- Trust Region Methods
- Stochastic Comparison Algorithm for Discrete Optimization with Estimation
- Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization
- Comparison with a standard via fully sequential procedures
- Industrial strength COMPASS
- The stochastic root-finding problem
- Integer-Ordered Simulation Optimization using R-SPLINE
- Application-driven sequential designs for simulation experiments: Kriging metamodelling
- Analysis of Sample-Path Optimization
- On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
- Application of stochastic approximation techniques in neural modelling and control
- A lower bound for the correct subset-selection probability and its application to discrete-event system simulations
- Global Random Optimization by Simultaneous Perturbation Stochastic Approximation
- Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
- Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard
- Navigating the protein fitness landscape with Gaussian processes
- Benchmarking Derivative-Free Optimization Algorithms
- Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
- Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints
- A short note on SPSA techniques and their use in nonlinear bioprocess identification