Review of large-scale simulation optimization
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Cites work
- A branch and bound method for stochastic global optimization
- A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods
- A fully sequential procedure for indifference-zone selection in simulation
- A New Likelihood Ratio Method for Training Artificial Neural Networks
- A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
- A Sequential Procedure for Selecting the Population with the Largest Mean from k Normal Populations
- A Stochastic Approximation Method
- Acceleration of Stochastic Approximation by Averaging
- Active subspace methods in theory and practice: applications to kriging surfaces
- Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
- Adaptive learning rates for support vector machines working on data with low intrinsic dimension
- Adaptive random search for continuous simulation optimization
- Adaptive subgradient methods for online learning and stochastic optimization
- An Efficient Morris Method-Based Framework for Simulation Factor Screening
- An introduction to multiobjective simulation optimization
- Balancing exploitation and exploration in discrete optimization via simulation through a Gaussian process-based search
- Bayesian manifold regression
- Bayesian Optimization Allowing for Common Random Numbers
- Bayesian optimization in a billion dimensions via random embeddings
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Chance constrained selection of the best
- Combined Global and Local Search for Optimization with Gaussian Process Models
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Computing Sensitivities for Distortion Risk Measures
- Conditional Monte Carlo estimation of quantile sensitivities
- Discrete Optimization via Simulation Using COMPASS
- Early stopping and non-parametric regression: an optimal data-dependent stopping rule
- Efficient ranking and selection in parallel computing environments
- Enhancing stochastic kriging metamodels with gradient estimators
- Estimating quantile sensitivities
- Fast Curvature Matrix-Vector Products for Second-Order Gradient Descent
- Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
- First-order and stochastic optimization methods for machine learning
- Fully sequential procedures for comparing constrained systems via simulation
- Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
- Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
- Gaussian process-based random search for continuous optimization via simulation
- Gradient-based adaptive stochastic search for simulation optimization over continuous space
- Gradient-Based Algorithms for Convex Discrete Optimization via Simulation
- Handbook of simulation optimization
- scientific article; zbMATH DE number 992807 (Why is no real title available?)
- scientific article; zbMATH DE number 7306852 (Why is no real title available?)
- scientific article; zbMATH DE number 6433488 (Why is no real title available?)
- scientific article; zbMATH DE number 6276119 (Why is no real title available?)
- Improving the efficiency and efficacy of controlled sequential bifurcation for simulation factor screening
- Industrial strength COMPASS: a comprehensive algorithm and software for optimization via simulation
- Inexact Newton Methods
- Infinitesimal and finite perturbation analysis for queueing networks
- Kernel estimation of the Greeks for options with discontinuous payoffs
- Knockout-tournament procedures for large-scale ranking and selection in parallel computing environments
- Large-Scale Inventory Optimization: A Recurrent Neural Networks–Inspired Simulation Approach
- Large-scale machine learning with stochastic gradient descent
- Learning representations by back-propagating errors
- Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling
- Model-free variable selection in reproducing kernel Hilbert space
- Nested Partitions Method for Global Optimization
- New method of stochastic approximation type
- On optimal allocation of indivisibles under uncertainty
- On the limited memory BFGS method for large scale optimization
- On the use of stochastic Hessian information in optimization methods for machine learning
- Optimal global rates of convergence for nonparametric regression
- Optimization for simulation: theory vs. practice
- Parallel Adaptive Survivor Selection
- Parallel Bayesian global optimization of expensive functions
- Pathwise estimation of probability sensitivities through terminating or steady-state simulations
- Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces
- Projected Gaussian Markov improvement algorithm for high-dimensional discrete optimization via simulation
- Ranking and Selection with Covariates for Personalized Decision Making
- Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields
- Rate of convergence of k-nearest-neighbor classification rule
- Response surface methodology with stochastic constraints for expensive simulation
- Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation
- Robust Stochastic Approximation Approach to Stochastic Programming
- Sample size selection in optimization methods for machine learning
- Sensitivity Analysis for Base-Stock Levels in Multiechelon Production-Inventory Systems
- Sequential selection for accelerated life testing via approximate Bayesian inference
- Simulated Annealing for Convex Optimization
- Simulating sensitivities of conditional value at risk
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Solving Large-Scale Fixed-Budget Ranking and Selection Problems
- Sparse grids and related approximation schemes for higher dimensional problems
- Speeding up COMPASS for high-dimensional discrete optimization via simulation
- Speeding Up Paulson’s Procedure for Large-Scale Problems Using Parallel Computing
- Stochastic Estimation of the Maximum of a Regression Function
- Stochastic localization methods for convex discrete optimization via simulation
- Sub-sampled Newton methods
- Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis
- The knowledge-gradient algorithm for sequencing experiments in drug discovery
- What you should know about simulation and derivatives
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