Optimization via simulation: two-stage NP method with inheritance

  • Authors:
  • Jumi Kim;Sigurdur Ólafsson

  • Affiliations:
  • Iowa State University, Ames, IA;Iowa State University, Ames, IA

  • Venue:
  • Proceedings of the 34th conference on Winter simulation: exploring new frontiers
  • Year:
  • 2002

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Abstract

The nested partitions method is a flexible and effective framework of optimizing large-scale problems with combinatorial structure. In this paper we consider the nested partitions method for simulation optimization and propose a new variant that uses inheritance to speed convergence. The new nested partitions method with inheritance algorithm performs well for when applied to test problems but it also calls for new analysis of convergence.