A review of simulation optimization techniques

Authors:
Sigrún Andradóttir
Affiliations:
School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia
Venue:
Proceedings of the 30th conference on Winter simulation
Year:
1998

Citing 24
Cited 34

Stochastic algorithms with Armijo stepsizes for minimization of functions

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Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation

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Likelihood ratio gradient estimation for stochastic systems

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Adaptive algorithms and stochastic approximations

Adaptive algorithms and stochastic approximations
Recursive stochastic algorithms for global optimization in Rd

SIAM Journal on Control and Optimization
Stochastic approximation and optimization of random systems

Stochastic approximation and optimization of random systems
Acceleration of stochastic approximation by averaging

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Stochastic discrete optimization

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Optimization of queues using an infinitesimal perturbation analysis-based stochastic algorithm with general update times

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Stochastic approximation with averaging of the iterates: optimal asymptotic rate of convergence for general processes

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Simulation optimization using simulated annealing

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Optimization algorithm with probabilistic estimation

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Stochastic optimization by simulation: convergence proofs for the GI/G/1 queue in steady-state

Management Science
A method for discrete stochastic optimization

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Convergence analysis of gradient descent stochastic algorithms

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Sample-path optimization of convex stochastic performance functions

Mathematical Programming: Series A and B
Optimization of the transient and steady state behavior of discrete event systems

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A scaled stochastic approximation algorithm

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Analysis of sample-path optimization

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Convergence analysis of stochastic algorithms

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An overview of derivative estimation

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Retrospective simulation response optimization

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Integrating a modified simulated annealing algorithm with the simulation of a manufacturing system to optimize buffer sizes in automatic assembly systems

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Stochastic approximation for Monte Carlo optimization

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Designing simulation experiments

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Simulation optimization methodologies

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Iterative ranking-and-selection for large-scale optimization

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Optimization via adaptive sampling and regenerative simulation

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Design of experiments: experimental design for simulation

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Simulation optimization: a survey of simulation optimization techniques and procedures

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Optimal selection probability in the two-stage nested partitions method for simulation-based optimization

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Optimization via simulation: two-stage NP method with inheritance

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Productivity improvement: throughput sensitivity analysis using a single simulation

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General methodology 3: global search strategies for simulation optimisation

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Experimental design for simulation: experimental design for simulation

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Simulation-based optimization: practical introduction to simulation optimization

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Universal parameter optimisation in games based on SPSA

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Gradient-based simulation optimization

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Enhancing business process management with simulation optimization

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A combined procedure for discrete simulation---optimization problems based on the simulated annealing framework

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Allocation of simulation runs for simulation optimization

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Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem

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Discrete stochastic optimization using linear interpolation

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Optimized maintenance design for manufacturing performance improvement using simulation

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Simulation optimization applied to injection molding

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A survey on metaheuristics for stochastic combinatorial optimization

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Simulation optimization with hybrid golden region search

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Abstract