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 language | English (US) |
|---|---|
| Pages (from-to) | 292-300 |
| Number of pages | 9 |
| Journal | Winter Simulation Conference Proceedings |
| Volume | 1 |
| State | Published - 2002 |
| Event | Proceedings of the 2002 Winter Simulation Conference - San Diego, CA, United States Duration: Dec 8 2002 → Dec 11 2002 |
ASJC Scopus subject areas
- Software
- Safety, Risk, Reliability and Quality
- Applied Mathematics
- Chemical Health and Safety
- Modeling and Simulation