Practical introduction to simulation optimization

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2003, Pages 71-78

  April, Jay ^a   Glover, Fred ^a   Kelly, James P ^a   Laguna, Manuel ^a  

^a OptTek Systems Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; FUNCTIONS; HEURISTIC METHODS; MATHEMATICAL MODELS; OPTIMIZATION; PROBABILITY; PROBLEM SOLVING; PROJECT MANAGEMENT; RISK MANAGEMENT;

DECISION VARIABLES; METAHEURISTICS; RESPONSE SURFACES;

COMPUTER SIMULATION;

EID: 1642560618     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (7)

1. Andradóttir, S. 1998. "A Review of Simulation Optimization Techniques," in Proceedings of the 1998 Winter Simulation Conference, D.J. Medeiros, E.F. Watson, J.S. Carson and M.S. Manivannan (eds.), pp. 151-158.
2. Fu, M. 2002. "Optimization for Simulation: Theory and Practice," INFORMS Journal on Computing, 14 (3) pp. 192-215.
3. Gerencsér, L. 1999. "Optimization Over Discrete Sets Via SPSA," Proceedings of the IEEE Conference on Decision and Control, pp. 1791-1795.
4. Laguna, M. and R. Marti 2002. "Neural Network Prediction in a System for Optimizing Simulations," IIE Transactions, (34) 3, pp. 273-282.
5. Law, A. M. and W. D. Kelton 1991. Simulation Modeling and Analysis, Second Edition, McGraw-Hill, New York.
6. Martí, R., M. Laguna and V. Campos 2002. "Scatter Search Vs. Genetic Algorithms: An Experimental Evaluation with Permutation Problems", to appear in Adaptive Memory and Evolution: Tabu Search and Scatter Search, Cesar Rego and Bahram Alidaee (eds.), Kluwer Academic Publishers, Boston.
7. van Beers, W. C. M. and J. P. C. Kleijnen 2003. "Kriging for Interpolation in Random Simulation," Journal of the Operational Research Society, (54) 3, pp. 255-262.