Discrete optimization via simulation using coordinate search

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)Not applicablepeer-review

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Author(s)

Detail(s)

Original languageEnglish
Title of host publicationProceedings - Winter Simulation Conference
Pages803-810
Volume2005
Publication statusPublished - 2005
Externally publishedYes

Publication series

Name
Volume2005
ISSN (Print)0891-7736

Conference

Title2005 Winter Simulation Conference
PlaceUnited States
CityOrlando, FL
Period4 - 7 December 2005

Abstract

In this paper we propose a coordinate search algorithm to solve the optimization-via-simulation problems with integerordered decision variables. We show that the sequence of solutions generated by the algorithm converges to the set of local optimal solutions with probability 1 and the estimated optimal values satisfy a central limit theorem. We compare the coordinate search algorithm to the COMPASS algorithm proposed in Hong and Nelson (2004) through a set of numerical experiments. We see that the coordinate search has a better performance.

Citation Format(s)

Discrete optimization via simulation using coordinate search. / Hong, L. Jeff.

Proceedings - Winter Simulation Conference. Vol. 2005 2005. p. 803-810 1574325.

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)Not applicablepeer-review