`` Direct Search'' Solution of Numerical and Statistical Problems
Journal of the ACM (JACM)
Design of computer simulation experiments for industrial systems
Communications of the ACM
An efficient procedure for locating the optimal simular response
Proceedings of the fourth annual conference on Applications of simulation
A gradient—regression search procedure for simulation experimentation
WSC '74 Proceedings of the 7th conference on Winter simulation - Volume 2
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This paper describes the application of sequential-block search techniques to simulation experimentation with constrained systems. Two basically different approaches are examined. One approach combines designed experiments, multiple regression, and mathematical optimization to predict a constrained optimum solution, which is then checked by further experimentation in the region of the predicted solution. A second approach employs a sequential optimum seeking-technique, such as gradient search or sequential simplex search, modified to accommodate constraints. These techniques are illustrated with a simple inventory system modeled with the GASP-II simulation language. A comparison of the effectiveness of these approaches is presented.