An integrated framework for deterministic and stochastic optimization
Proceedings of the 29th conference on Winter simulation
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Iterative ranking-and-selection for large-scale optimization
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Optimization via adaptive sampling and regenerative simulation
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Proceedings of the 32nd conference on Winter simulation
Cross-entropy and rare events for maximal cut and partition problems
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue: Rare event simulation
Proceedings of the 33nd conference on Winter simulation
Simulation optimization: towards a framework for black-box simulation optimization
Proceedings of the 33nd conference on Winter simulation
A New Algorithm for Stochastic Discrete Resource AllocationOptimization
Discrete Event Dynamic Systems
Ordinal Comparison via the Nested Partitions Method
Discrete Event Dynamic Systems
Generalized surrogate problem methodology for online stochastic discrete optimization
Journal of Optimization Theory and Applications
A Method for Real-Time Scheduling Problems
WORDS '97 Proceedings of the 3rd Workshop on Object-Oriented Real-Time Dependable Systems - (WORDS '97)
A combined procedure for optimization via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Optimization via simulation: two-stage NP method with inheritance
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Simulation input analysis: joint criterion for factor identification and parameter estimation
Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Proceedings of the 35th conference on Winter simulation: driving innovation
Optimization-based feature selection with adaptive instance sampling
Computers and Operations Research
Simulation-based optimization for material dispatching in a retailer network
WSC '04 Proceedings of the 36th conference on Winter simulation
Simulation optimization: a review, new developments, and applications
WSC '05 Proceedings of the 37th conference on Winter simulation
A moving mesh approach for simulation budget allocation on continuous domains
WSC '05 Proceedings of the 37th conference on Winter simulation
Proceedings of the 38th conference on Winter simulation
Computers & Mathematics with Applications
Solving simulation optimization problems on grid computing systems
Parallel Computing - Optimization on grids - Optimization for grids
Intelligent Partitioning for Feature Selection
INFORMS Journal on Computing
Recent advances in ranking and selection
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
WSEAS Transactions on Computers
Differentiated service inventory optimization using nested partitions and MOCBA
Computers and Operations Research
Nested Partitioning for the Minimum Energy Broadcast Problem
Learning and Intelligent Optimization
PaRS: fast and near-optimal grid-based cell sizing for library-based design
Proceedings of the 2008 IEEE/ACM International Conference on Computer-Aided Design
Some topics for simulation optimization
Proceedings of the 40th Conference on Winter Simulation
The improved sweep metaheuristic for simulation optimization and application to job shop scheduling
Proceedings of the 40th Conference on Winter Simulation
A survey on metaheuristics for stochastic combinatorial optimization
Natural Computing: an international journal
Solving Beam-Angle Selection and Dose Optimization Simultaneously via High-Throughput Computing
INFORMS Journal on Computing
Computers and Operations Research
Simulation optimization using the cross-entropy method with optimal computing budget allocation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
ICIC '07 Proceedings of the 3rd International Conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence
PaRS: parallel and near-optimal grid-based cell sizing for library-based design
IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems
An incremental nested partition method for data clustering
Pattern Recognition
A new hybrid algorithm for feature selection and its application to customer recognition
COCOA'07 Proceedings of the 1st international conference on Combinatorial optimization and applications
Hybrid nested partitions algorithm for scheduling in job shop problem
ROBIO'09 Proceedings of the 2009 international conference on Robotics and biomimetics
Quantifying Heuristics in the Ordinal Optimization Framework
Discrete Event Dynamic Systems
A random search framework for convergence analysis of distributed beamforming with feedback
IEEE Transactions on Information Theory
Nested partitions method for assembly sequences merging
Expert Systems with Applications: An International Journal
Hybrid metaheuristics in combinatorial optimization: A survey
Applied Soft Computing
On the performance of the cross-entropy method
Winter Simulation Conference
Simulation optimization with hybrid golden region search
Winter Simulation Conference
Newton-Raphson version of stochastic approximation over discrete sets
Winter Simulation Conference
Dynamic sample budget allocation in model-based optimization
Journal of Global Optimization
Seat inventory control for sequential multiple flights with customer choice behavior
Computers and Industrial Engineering
The application of adaptive partitioned random search in feature selection problem
ADMA'05 Proceedings of the First international conference on Advanced Data Mining and Applications
A VNS algorithm for noisy problems and its application to project portfolio analysis
SAGA'07 Proceedings of the 4th international conference on Stochastic Algorithms: foundations and applications
Combining gradient-based optimization with stochastic search
Proceedings of the Winter Simulation Conference
Optimization via gradient oriented polar random search
Proceedings of the Winter Simulation Conference
Efficient discrete optimization via simulation using stochastic kriging
Proceedings of the Winter Simulation Conference
Optimization via simulation using Gaussian process-based search
Proceedings of the Winter Simulation Conference
Adaptive probabilistic branch and bound for level set approximation
Proceedings of the Winter Simulation Conference
Discrete optimization via approximate annealing adaptive search with stochastic averaging
Proceedings of the Winter Simulation Conference
Empirical stochastic branch-and-bound for optimization via simulation
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
Stochastic resource allocation using a predictor-based heuristic for optimization via simulation
Computers and Operations Research
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We propose a new randomized method for solving global optimization problems. This method, the Nested Partitions (NP) method, systematically partitions the feasible region and concentrates the search in regions that are the most promising. The most promising region is selected in each iteration based on information obtained from random sampling of the entire feasible region and local search. The method hence combines global and local search. We first develop the method for discrete problems and then show that the method can be extended to continuous global optimization. The method is shown to converge with probability one to a global optimum in finite time. In addition, we provide bounds on the expected number of iterations required for convergence, and we suggest two stopping criteria. Numerical examples are also presented to demonstrate the effectiveness of the method.