Discrete optimization via simulation using COMPASS

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)115-129
Journal / PublicationOperations Research
Volume54
Issue number1
Publication statusPublished - Jan 2006
Externally publishedYes

Abstract

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. © 2006 INFORMS.

Research Area(s)

  • Programming, stochastic: Adaptive random search, Simulation, design of experiments: Optimization via simulation

Citation Format(s)

Discrete optimization via simulation using COMPASS. / Jeff Hong, L.; Nelson, Barry L.

In: Operations Research, Vol. 54, No. 1, 01.2006, p. 115-129.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalNot applicablepeer-review