메뉴 건너뛰기




Volumn 48, Issue 5-6, 2004, Pages 769-778

An alternating variable method with varying replications for simulation response optimization

Author keywords

Nonlinear programming; Simulation; Stochastic optimization

Indexed keywords

COMPUTER SIMULATION; DECISION MAKING; ITERATIVE METHODS; NONLINEAR PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING;

EID: 14644433789     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2004.02.005     Document Type: Article
Times cited : (3)

References (36)
  • 3
    • 0025558461 scopus 로고
    • Optimization in simulation: Current issues and the future outlook
    • M.H. Safizadeh Optimization in simulation: Current issues and the future outlook Naval Research Logistics 37 1990 807 825
    • (1990) Naval Research Logistics , vol.37 , pp. 807-825
    • Safizadeh, M.H.1
  • 5
    • 34249770616 scopus 로고
    • Optimization via simulation: A review
    • M.C. Fu Optimization via simulation: A review Annals of Operations Research 53 1994 199 247
    • (1994) Annals of Operations Research , vol.53 , pp. 199-247
    • Fu, M.C.1
  • 6
    • 0000391011 scopus 로고
    • Stochastic optimization by simulation: Numerical experiments with the M/M/1 queue in steady-state
    • P. L'Ecuyer, N. Giroux, and P.W. Glynn Stochastic optimization by simulation: Numerical experiments with the M/M/1 queue in steady-state Management Science 40 1994 1245 1261
    • (1994) Management Science , vol.40 , pp. 1245-1261
    • L'Ecuyer, P.1    Giroux, N.2    Glynn, P.W.3
  • 7
    • 0028546691 scopus 로고
    • Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state
    • P. L'Ecuyer, and P.W. Glynn Stochastic optimization by simulation: Convergence proofs for the GI/G/1 queue in steady-state Management Science 40 1994 1562 1578
    • (1994) Management Science , vol.40 , pp. 1562-1578
    • L'Ecuyer, P.1    Glynn, P.W.2
  • 8
    • 0000813026 scopus 로고
    • A stochastic approximation algorithm with varying bounds
    • S. Andraottir A stochastic approximation algorithm with varying bounds Operations Research 43 1995 1037 1048
    • (1995) Operations Research , vol.43 , pp. 1037-1048
    • Andraottir, S.1
  • 9
    • 0348149542 scopus 로고    scopus 로고
    • A scaled stochastic approximation algorithm
    • S. Andraottir A scaled stochastic approximation algorithm Management Science 42 1996 475 498
    • (1996) Management Science , vol.42 , pp. 475-498
    • Andraottir, S.1
  • 10
    • 0001446599 scopus 로고    scopus 로고
    • Nelder-Mead simplex modifications for simulation optimization
    • R.R. Barton, and J.S. Ivey Jr. Nelder-Mead simplex modifications for simulation optimization Management Science 42 1996 954 973
    • (1996) Management Science , vol.42 , pp. 954-973
    • Barton, R.R.1    Ivey Jr., J.S.2
  • 11
    • 0001723504 scopus 로고
    • Optimization of simulation via quasi-Newton method
    • M.H. Safizadeh, and R. Signorile Optimization of simulation via quasi-Newton method ORSA Journal on Computing 6 1994 398 408
    • (1994) ORSA Journal on Computing , vol.6 , pp. 398-408
    • Safizadeh, M.H.1    Signorile, R.2
  • 13
  • 15
    • 0034411933 scopus 로고    scopus 로고
    • Simulation optimization of buffer allocation in production lines with unreliable machines
    • G. Gurkan Simulation optimization of buffer allocation in production lines with unreliable machines Annals of Operations Research 93 2000 177 216
    • (2000) Annals of Operations Research , vol.93 , pp. 177-216
    • Gurkan, G.1
  • 19
    • 0030737152 scopus 로고    scopus 로고
    • A one-measurement form of simultaneous perturbation stochastic approximation
    • J. Spall A one-measurement form of simultaneous perturbation stochastic approximation Automatica 33 1997 109 112
    • (1997) Automatica , vol.33 , pp. 109-112
    • Spall, J.1
  • 20
    • 0032117046 scopus 로고    scopus 로고
    • Implementation of the simultaneous perturbation algorithm for stochastic optimization
    • J. Spall Implementation of the simultaneous perturbation algorithm for stochastic optimization IEEE Transactions on Aerospace and Electronic Systems 34 1998 817 823
    • (1998) IEEE Transactions on Aerospace and Electronic Systems , vol.34 , pp. 817-823
    • Spall, J.1
  • 27
    • 0001008029 scopus 로고
    • An efficient method for finding the minimum of a function of several variables without calculating derivatives
    • M.J.D. Powell An efficient method for finding the minimum of a function of several variables without calculating derivatives Computer Journal 7 1964 155 162
    • (1964) Computer Journal , vol.7 , pp. 155-162
    • Powell, M.J.D.1
  • 31
    • 0031096068 scopus 로고    scopus 로고
    • Techniques for optimization via simulation: An experimental study in an (s,S) inventory system
    • M.C. Fu, and K.J. Healy Techniques for optimization via simulation: An experimental study in an (s,S) inventory system IIE Transactions 29 1997 191 199
    • (1997) IIE Transactions , vol.29 , pp. 191-199
    • Fu, M.C.1    Healy, K.J.2
  • 32
    • 0018519632 scopus 로고
    • A sequential procedure for determining the length of a steady-state simulation
    • A.M. Law, and J.S. Carson A sequential procedure for determining the length of a steady-state simulation Operations Research 27 1979 1011 1025
    • (1979) Operations Research , vol.27 , pp. 1011-1025
    • Law, A.M.1    Carson, J.S.2
  • 34
    • 0024621270 scopus 로고
    • Single run optimization of discrete event simulation-an empirical study using the M/M/1 queue
    • R. Suri, and Y.T. Leung Single run optimization of discrete event simulation-an empirical study using the M/M/1 queue IIE Transactions 21 1989 35 49
    • (1989) IIE Transactions , vol.21 , pp. 35-49
    • Suri, R.1    Leung, Y.T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.