Comparing the Finite-Time Performance of Simulation-Optimization Algorithms
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Publication:6286971
arXiv1705.07825MaRDI QIDQ6286971FDOQ6286971
Authors: Naijia Dong, David J. Eckman, Matthias Poloczek, Xueqi Zhao, Shane G. Henderson 
Publication date: 22 May 2017
Abstract: We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if the observed performance of the algorithms can be explained by properties of the problems, e.g., the number of decision variables, the topology of the objective function, or the magnitude of the simulation error.
Has companion code repository: https://bitbucket.org/poloczek/finitetimesimopt
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