`` Direct Search'' Solution of Numerical and Statistical Problems
Journal of the ACM (JACM)
A tutorial on simulation optimization
WSC '92 Proceedings of the 24th conference on Winter simulation
Simulation optimization research and development
Proceedings of the 30th conference on Winter simulation
Design and analysis of simulation experiments
WSC '78 Proceedings of the 10th conference on Winter simulation - Volume 1
Techniques for simulation response optimization
Operations Research Letters
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This paper describes an optimization module which can be added to the GASP IV software package to provide automated optimization of a set of user defined decision variables. The optimization procedure is a variation of the Hooke-Jeeves pattern search and can be used for decision optimization in discrete, continuous, and combined simulation models. The application of the optimization module is illustrated with two examples.