A combined procedure for optimization via simulation

Juta Pichitlamken*, Barry L Nelson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

An optimization-via-simulation algorithm with the goal of establishing both provable convergence and good empirical performance is discussed. The performance measure is estimated via a stochastic discrete-event simulation. The search schemes consisting of global guidance system, selection-of-the best procedure and local improvement is convergent under mild conditions.

Original languageEnglish (US)
Pages (from-to)292-300
Number of pages9
JournalWinter Simulation Conference Proceedings
Volume1
StatePublished - Dec 1 2002

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Software
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics
  • Modeling and Simulation

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