Balancing Search and Estimation in Random Search Based Stochastic Simulation Optimization

Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control

1. Stochastic Search and Optimization: Motivation and Supporting Results................................................................................................... 1 1.

Hybrid Probabilistic Search Methods for Simulation Optimization

Discrete-event simulation based optimization is the process of finding the optimum design of a stochastic system when the performance measure(s) could only be estimated via simulation. Randomness in simulation outputs often challenges the correct selection of the optimum. We propose an algorithm that merges Ranking and Selection procedures with a large class of random search methods for continu...

Adaptive Random Search Methods for Simulation Optimization

Estimation-based Local Search for Stochastic Combinatorial Optimization

The information provided is the sole responsibility of the authors and does not necessarily reflect the opinion of the members of IRIDIA. The authors take full responsability for any copyright breaches that may result from publication of this paper in the IRIDIA – Technical Report Series. IRIDIA is not responsible for any use that might be made of data appearing in this publication. In recent y...

PSEUDO-RANDOM DIRECTIONAL SEARCH: A NEW HEURISTIC FOR OPTIMIZATION

Meta-heuristics have already received considerable attention in various fields of engineering optimization problems. Each of them employes some key features best suited for a specific class of problems due to its type of search space and constraints. The present work develops a Pseudo-random Directional Search, PDS, for adaptive combination of such heuristic operators. It utilizes a short term...