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A combined procedure for optimization via simulation

Published: 01 April 2003 Publication History

Abstract

We propose an optimization-via-simulation algorithm for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables may be subject to deterministic linear integer constraints. Our approach---which consists of a global guidance system, a selection-of-the-best procedure, and local improvement---is globally convergent under very mild conditions.

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    cover image ACM Transactions on Modeling and Computer Simulation
    ACM Transactions on Modeling and Computer Simulation  Volume 13, Issue 2
    April 2003
    105 pages
    ISSN:1049-3301
    EISSN:1558-1195
    DOI:10.1145/858481
    Issue’s Table of Contents
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Publication History

    Published: 01 April 2003
    Published in TOMACS Volume 13, Issue 2

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    Author Tags

    1. Random search
    2. ranking and selection
    3. stochastic optimization

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    • (2021)A discrete event simulation model for coordinating inventory management and material handling in hospitalsAnnals of Operations Research10.1007/s10479-020-03865-5320:2(603-630)Online publication date: 2-Jan-2021
    • (2020)Selecting the Best Alternative Based on Its QuantileINFORMS Journal on Computing10.1287/ijoc.2020.096533:2(657-671)Online publication date: 6-Oct-2020
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