Simulation response optimization via direct conjugate direction method
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Cites work
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- A Stochastic Approximation Algorithm with Varying Bounds
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- Minimizing a function without calculating derivatives
- Nelder-Mead Simplex Modifications for Simulation Optimization
- Optimization of Simulation via Quasi-Newton Methods
- Optimization via simulation: A review
- Response Surface Methodology: 1966-1988
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Cited in
(6)- An alternating variable method with varying replications for simulation response optimization
- Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization
- A stochastic quasi-Newton method for simulation response optimization
- A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization
- A Modified Quasi‐Newton Method for Optimization in Simulation
- An improved version of DYNAMIC-Q for simulation-based optimization using response surface gradients and an adaptive trust region
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