Stochastic discrete optimization
SIAM Journal on Control and Optimization
A method for discrete stochastic optimization
Management Science
New advances and applications of combining simulation and optimization
WSC '96 Proceedings of the 28th conference on Winter simulation
Accelerating the convergence of random search methods for discrete stochastic optimization
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Stochastic Comparison Algorithm for Discrete Optimization with Estimation
SIAM Journal on Optimization
Simulation Budget Allocation for Further Enhancing theEfficiency of Ordinal Optimization
Discrete Event Dynamic Systems
Leadtime-Inventory Trade-Offs in Assemble-To-Order Systems
Operations Research
Feature Article: Optimization for simulation: Theory vs. Practice
INFORMS Journal on Computing
Inventory-Service Optimization in Configure-to-Order Systems
Manufacturing & Service Operations Management
A combined procedure for optimization via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Using Ranking and Selection to "Clean Up" after Simulation Optimization
Operations Research
Two simulated annealing algorithms for noisy objective functions
WSC '05 Proceedings of the 37th conference on Winter simulation
Stochastic optimization using model reference adaptive search
WSC '05 Proceedings of the 37th conference on Winter simulation
Simulation optimization with countably infinite feasible regions: Efficiency and convergence
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A framework for locally convergent random-search algorithms for discrete optimization via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Recent advances in ranking and selection
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
The mathematics of continuous-variable simulation optimization
Proceedings of the 40th Conference on Winter Simulation
Discrete stochastic optimization using linear interpolation
Proceedings of the 40th Conference on Winter Simulation
A dynamic crashing method for project management using simulation-based optimization
Proceedings of the 40th Conference on Winter Simulation
OPEDo: a tool for the optimization of performance and dependability models
ACM SIGMETRICS Performance Evaluation Review
Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization
INFORMS Journal on Computing
Industrial strength COMPASS: A comprehensive algorithm and software for optimization via simulation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Simulation optimization using the cross-entropy method with optimal computing budget allocation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A brief introduction to optimization via simulation
Winter Simulation Conference
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
A Sequential Sampling Procedure for Stochastic Programming
Operations Research
Speeding up COMPASS for high-dimensional discrete optimization via simulation
Operations Research Letters
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Optimal base-stock policy of the assemble-to-order systems
Artificial Life and Robotics
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
Production planning for semiconductor manufacturing via simulation optimization
Proceedings of the Winter Simulation Conference
Simulation-based optimization over discrete sets with noisy constraints
Proceedings of the Winter Simulation Conference
Large-scale ranking and selection using cloud computing
Proceedings of the Winter Simulation Conference
Multi-objective COMPASS for discrete optimization via simulation
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-valued, stochastic-constrained simulation optimization with compass
Proceedings of the Winter Simulation Conference
Handling stochastic constraints in discrete optimization via simulation
Proceedings of the Winter Simulation Conference
Simulation-optimization of flow lines: an lp-based bounding approach
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
Investigating the use of multi meta-heuristics in simulation optimization
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems
INFORMS Journal on Computing
Rapid Screening Procedures for Zero-One Optimization via Simulation
INFORMS Journal on Computing
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Adaptive heuristic search algorithm for discrete variables based multi-objective optimization
Structural and Multidisciplinary Optimization
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We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and partially constrained or unconstrained problems under mild conditions.