Simulation Optimization Library. SimOpt.org is a testbed of simulation-optimization problems. The purpose of the testbed is to encourage development and constructive comparison of simulation-optimization techniques and algorithms. We are particularly interested in increasing attention on the finite time performance of algorithms, rather than the asymptotic results that one often finds in related literature. For the purposes of this site, we define simulation as a very general technique for estimating statistical measures of complex systems. A system is modeled as if the random variables were known. Then values for the variables are drawn randomly from their known probability distributions. Each replication gives one observation of the system response. By simulating a system in this fashion for many replications and recording the responses, one can compute statistics concerning the results. The statistics are used for evaluation and design. The Problems Library contains a variety of test problems for simulation optimization. You can also share your test problems by uploading a problem to this site. Detailed instructions can be found through the Upload page.
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References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
- Shashaani, Sara; Hashemi, Fatemeh S.; Pasupathy, Raghu: ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization (2018)
- Ni, Eric C.; Ciocan, Dragos F.; Henderson, Shane G.; Hunter, Susan R.: Efficient ranking and selection in parallel computing environments (2017)
- Amaran, Satyajith; Sahinidis, Nikolaos V.; Sharda, Bikram; Bury, Scott J.: Simulation optimization: a review of algorithms and applications (2016)
- Pasupathy, Raghu; Hunter, Susan R.; Pujowidianto, Nugroho A.; Lee, Loo Hay; Chen, Chun-Hung: Stochastically constrained ranking and selection via SCORE (2015)
- Amaran, Satyajith; Sahinidis, Nikolaos V.; Sharda, Bikram; Bury, Scott J.: Simulation optimization: a review of algorithms and applications (2014)
- Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W.: Integer-ordered simulation optimization using R-SPLINE: retrospective search with piecewise-linear interpolation and neighborhood enumeration (2013)