Improved penalty function with memory for stochastically constrained optimization via simulation

DOI10.1145/3465333zbMATH Open1542.62013MaRDI QIDQ6584563FDOQ6584563

Authors: Jungmin Han, Seong-Hee Kim, Chuljin Park 

Publication date: 8 August 2024

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

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zbMATH Keywords

ranking and selectiondiscrete optimization via simulationstochastic constraintspenalty function with memorysimulation budget allocation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical ranking and selection procedures (62F07)

Cited In (1)

• Metamodel-based simulation optimization considering a single stochastic constraint

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