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



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