Hybrid Probabilistic Search Methods for Simulation Optimization

Adaptive Random Search Methods for Simulation Optimization

Armentum: a hybrid direct search optimization methodology

Design of experiments (DOE) offers a great deal of benefits to any manufacturing organization, such as characterization of variables and sets the path for the optimization of the levels of these variables (settings) trough the Response surface methodology, leading to process capability improvement, efficiency increase, cost reduction. Unfortunately, the use of these methodologies is very limite...

Parallel Direct Search Methods for Simulation-based Optimization

In many engineering disciplines, the use of realistic computing models has become an invaluable tool in the design process. Complex simulation codes are able to approximate the behavior of intricate systems or the properties of components without the need for costly physical experimentation. Optimization algorithms can be used to automatically find the set of parameters within the design space ...

Hybrid simulation-optimization methods: A taxonomy and discussion

The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that ...

Erratum to: Armentum: a hybrid direct search optimization methodology

In the original publication of this article unfortunately the co-authors were omitted. The two co-authors are displayed now.

Efficient Point Methods for Probabilistic Optimization Problems

We consider nonlinear stochastic programming problems with probabilistic constraints. The concept of a p-efficient point of a probability distribution is used to derive equivalent problem formulations, and necessary and sufficient optimality conditions. We analyze the dual functional and its subdifferential. Two numerical methods are developed based on approximations of the p-efficient frontier...