Speeding up COMPASS for high-dimensional discrete optimization via simulation

DOI10.1016/J.ORL.2010.09.003MaRDI QIDQ614039zbMATH OpenOpenAlexFDO

Authors L. Jeff Hong, Barry L. Nelson, Jie Xu

Publication date 23 December 2010

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2010.09.003

zbMATH Keywords

COMPASS algorithmdiscrete optimization via simulationsampling

Mathematics Subject Classification ID

Integer programming (90C10) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

• Discrete Optimization via Simulation Using COMPASS
• Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation
• A framework for locally convergent random-search algorithms for discrete optimization via simulation
• A Method for Discrete Stochastic Optimization
• A combined procedure for optimization via simulation

Cites work

• A combined procedure for optimization via simulation
• A framework for locally convergent random-search algorithms for discrete optimization via simulation
• Discrete Optimization via Simulation Using COMPASS
• Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation
• Nested partitions method for stochastic optimization
• Statistical Physics

Cited in

(8)

• Discrete Optimization via Simulation Using COMPASS
• Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation
• Faster Kriging: facing high-dimensional simulators
• Simulation optimization: a review and exploration in the new era of cloud computing and big data
• Drug resistance or re-emergence? Simulating equine parasites
• Projected Gaussian Markov improvement algorithm for high-dimensional discrete optimization via simulation
• Review of large-scale simulation optimization
• Probabilistic branch and bound considering stochastic constraints

Describes a project that uses

Uses Software

• COMPASS

This page was built for publication: Speeding up COMPASS for high-dimensional discrete optimization via simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q614039)