Improved penalty function with memory for stochastically constrained optimization via simulation

DOI10.1145/3465333MaRDI QIDQ6584563zbMATH OpenFDO

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)

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)

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(1)

• Metamodel-based simulation optimization considering a single stochastic constraint

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