Constrained optimization over discrete sets via SPSA with application to non-separable resource allocation

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2001, Pages 313-317

  Whitney, James E ^a   Solomon, Latasha I ^a   Hill, Stacy D ^b  

^a Center of Excellence for Tactical and Advanced Communications Technologies   (United States)

^b JOHNS HOPKINS UNIVERSITY APPLIED PHYSICS LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; COMPUTER SIMULATION; CONSTRAINT THEORY; OPTIMIZATION; PERTURBATION TECHNIQUES; RANDOM PROCESSES; RESOURCE ALLOCATION;

DISCRETE SETS;

OPERATIONS RESEARCH;

EID: 0035696731     PISSN: 02750708     EISSN: None     Source Type: Journal    
DOI: 10.1109/WSC.2001.977292     Document Type: Article

References (5)

1. A finite method for the solution of a multi-resource allocation problem with concave return functions
2. Optimization over discrete sets via SPSA
3. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
4. A constrained simultaneous perturbation stochastic approximation algorithm based on penalty functions
5. Constrained optimization over discrete sets via spsa with application to resource allocation