Referenced Items are not available for this document.
In this paper, we propose a coordinate search algorithm to solve the optimization-via-simulation problems with integer-ordered 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.
Published in:
Simulation Conference, 2005 Proceedings of the Winter
Date of Conference: 4-7 Dec. 2005
- Print ISBN:
- 0-7803-9519-0
- INSPEC Accession Number:
- 8903486
- Digital Object Identifier :
- 10.1109/WSC.2005.1574325
- Product Type:
- Conference Publications
About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies
A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2013 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.
