Discrete optimization via simulation using COMPASS

L. Jeff Hong*, Barry L. Nelson

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

168 Scopus citations

Abstract

We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and partially constrained or unconstrained problems under mild conditions.

Original languageEnglish (US)
Pages (from-to)115-129
Number of pages15
JournalOperations Research
Volume54
Issue number1
DOIs
StatePublished - Jan 2006

Keywords

  • Programming, stochastic: Adaptive random search
  • Simulation, design of experiments: Optimization via simulation

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research

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