Discrete optimization via simulation using COMPASS 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

References in zbMATH (referenced in 26 articles , 1 standard article )

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  1. Amaran, Satyajith; Sahinidis, Nikolaos V.; Sharda, Bikram; Bury, Scott J.: Simulation optimization: a review of algorithms and applications (2016)
  2. Xie, Jing; Frazier, Peter I.; Chick, Stephen E.: Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs (2016)
  3. Alfieri, Arianna; Matta, Andrea; Pedrielli, Giulia: Mathematical programming models for joint simulation-optimization applied to closed queueing networks (2015)
  4. Berkhout, Joost: An accelerated stopping rule for the nested partition hybrid algorithm for discrete stochastic optimization (2015)
  5. Tsai, Shing Chih; Liu, Chung Hung: A simulation-based decision support system for a multi-echelon inventory problem with service level constraints (2015)
  6. Xia, Li; Jia, Qing-Shan: Parameterized Markov decision process and its application to service rate control (2015)
  7. Amaran, Satyajith; Sahinidis, Nikolaos V.; Sharda, Bikram; Bury, Scott J.: Simulation optimization: a review of algorithms and applications (2014)
  8. Tsai, Shing Chih; Fu, Sheng Yang: Genetic-algorithm-based simulation optimization considering a single stochastic constraint (2014)
  9. Ahmed, Shamsuddin: Performance of derivative free search ANN training algorithm with time series and classification problems (2013)
  10. Alfieri, Arianna; Matta, Andrea: Mathematical programming formulations for approximate simulation of multistage production systems (2012)
  11. Wang, Honggang: Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation (2012)
  12. Yang, Feng; Liu, Jingang: Simulation-based transfer function modeling for transient analysis of general queueing systems (2012)
  13. Bayraksan, Güzin; Morton, David P.: A sequential sampling procedure for stochastic programming (2011)
  14. Kabirian, Alireza; Ólafsson, Sigurdur: Continuous optimization via simulation using golden region search (2011)
  15. Lejeune, Miguel A.; Margot, François: Optimization for simulation: LAD accelerator (2011)
  16. Hong, L. Jeff; Nelson, Barry L.; Xu, Jie: Speeding up COMPASS for high-dimensional discrete optimization via simulation (2010)
  17. Jun, Zheng; Yu-An, Tan; Xue-Lan, Zhang; Jun, Lu: An improved dynamic structure-based neural networks determination approaches to simulation optimization problems (2010)
  18. Shyshou, Aliaksandr; Gribkovskaia, Irina; Barceló, Jaume: A simulation study of the fleet sizing problem arising in offshore anchor handling operations (2010)
  19. Andradóttir, Sigrún; Prudius, Andrei A.: Balanced explorative and exploitative search with estimation for simulation optimization (2009)
  20. Boglione, M.: Global fit for the simultaneous determination of the transversity distribution and the Collins fragmentation function (2008)

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