`` Direct Search'' Solution of Numerical and Statistical Problems
Journal of the ACM (JACM)
An efficient procedure for locating the optimal simular response
Proceedings of the fourth annual conference on Applications of simulation
Constrained sequential-block search in simulation experimentation
WSC '73 Proceedings of the 6th conference on Winter simulation
A tutorial on simulation optimization
WSC '92 Proceedings of the 24th conference on Winter simulation
Metamodels for simulation input-output relations
WSC '92 Proceedings of the 24th conference on Winter simulation
Simulation optimization: methods and applications
Proceedings of the 29th conference on Winter simulation
Simulation optimization methodologies
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Literature review bibliography of simulation optimitation
WSC '77 Proceedings of the 9th conference on Winter simulation - Volume 1
Strategies for optimization of multiple-response simulation models
WSC '77 Proceedings of the 9th conference on Winter simulation - Volume 1
Simulation optimization using response surfaces based on spline approximations
WSC '78 Proceedings of the 10th conference on Winter simulation - Volume 1
Simulation optimization using response surfaces based on spline approximations
ACM SIGSIM Simulation Digest
Simulation optimization using metamodels
Winter Simulation Conference
Techniques for simulation response optimization
Operations Research Letters
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This paper examines a gradient search procedure for simulation experimentation with constrained systems. This procedure combines gradient search with curvilinear regression in moving toward a constrained optimal solution for a system involving n controllable variables. In a direction-determining block, at least n+1 simulation trials are performed around a current base point to establish an improving direction. Then in a step determining block, t simulation trials are performed along the improving direction to establish the most favorable step in moving to the next base point. This sequential block process, in which each block is executed in one input to the computer, is repeated until an approximate solution is found which satisfies all system constraints.