메뉴 건너뛰기




Volumn 198, Issue 3, 2009, Pages 878-890

Pattern search ranking and selection algorithms for mixed variable simulation-based optimization

Author keywords

Mixed variable programming; Nonlinear programming; Pattern search algorithms; Ranking and selection; Simulation

Indexed keywords

ASYMPTOTIC CONVERGENCES; FUNCTION VALUES; GENERALIZED PATTERN SEARCHES; MIXED VARIABLE PROGRAMMING; MIXED VARIABLES; OBJECTIVE FUNCTIONS; PATTERN SEARCH ALGORITHMS; PATTERN SEARCHES; RANDOM NOISE; RANKING AND SELECTION; SIMULATION; SIMULATION-BASED OPTIMIZATIONS; STATISTICAL POWER; TEST PROBLEMS;

EID: 64449087894     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2008.10.020     Document Type: Article
Times cited : (30)

References (48)
  • 2
    • 33646719340 scopus 로고    scopus 로고
    • Second-order behavior of pattern search
    • Abramson M.A. Second-order behavior of pattern search. SIAM Journal of Optimization 16 2 (2005) 515-530
    • (2005) SIAM Journal of Optimization , vol.16 , Issue.2 , pp. 515-530
    • Abramson, M.A.1
  • 3
    • 64449087892 scopus 로고    scopus 로고
    • Mesh adaptive direct search algorithms for mixed variable optimization
    • Abramson M.A., Audet C., Chrissis J.W., and Walston J. Mesh adaptive direct search algorithms for mixed variable optimization. Optimization Letters 3 1 (2009) 35-47
    • (2009) Optimization Letters , vol.3 , Issue.1 , pp. 35-47
    • Abramson, M.A.1    Audet, C.2    Chrissis, J.W.3    Walston, J.4
  • 4
    • 64449088736 scopus 로고    scopus 로고
    • Filter pattern search algorithms for mixed variable constrained optimization
    • Abramson M.A., Audet C., and Dennis Jr. J.E. Filter pattern search algorithms for mixed variable constrained optimization. Pacific Journal of Optimization 3 3 (2007) 477-500
    • (2007) Pacific Journal of Optimization , vol.3 , Issue.3 , pp. 477-500
    • Abramson, M.A.1    Audet, C.2    Dennis Jr., J.E.3
  • 6
    • 0036526014 scopus 로고    scopus 로고
    • Simulation-based optimization using simulated annealing with ranking and selection
    • Ahmed M.A., and Alkhamis T.M. Simulation-based optimization using simulated annealing with ranking and selection. Computers and Operations Research 29 (2002) 387-402
    • (2002) Computers and Operations Research , vol.29 , pp. 387-402
    • Ahmed, M.A.1    Alkhamis, T.M.2
  • 7
    • 0035238776 scopus 로고    scopus 로고
    • A direct search algorithm for optimization with noisy function evaluations
    • Anderson E.J., and Ferris M.C. A direct search algorithm for optimization with noisy function evaluations. SIAM Journal of Optimization 11 3 (2001) 837-857
    • (2001) SIAM Journal of Optimization , vol.11 , Issue.3 , pp. 837-857
    • Anderson, E.J.1    Ferris, M.C.2
  • 8
    • 0002123466 scopus 로고    scopus 로고
    • Simulation optimization (Chapter 9)
    • Banks J. (Ed), John Wiley & Sons, New York
    • Andradóttir S. Simulation optimization (Chapter 9). In: Banks J. (Ed). Handbook of Simulation (1998), John Wiley & Sons, New York 307-333
    • (1998) Handbook of Simulation , pp. 307-333
    • Andradóttir, S.1
  • 9
    • 0000450089 scopus 로고    scopus 로고
    • Accelerating the convergence of random search methods for discrete stochastic optimization
    • Andradóttir S. Accelerating the convergence of random search methods for discrete stochastic optimization. ACM Transactions on Model. Comput. Sim. 9 4 (1999) 349-380
    • (1999) ACM Transactions on Model. Comput. Sim. , vol.9 , Issue.4 , pp. 349-380
    • Andradóttir, S.1
  • 10
    • 0035238782 scopus 로고    scopus 로고
    • Pattern search algorithms for mixed variable programming
    • Audet C., and Dennis Jr. J.E. Pattern search algorithms for mixed variable programming. SIAM Journal of Optimization 11 3 (2000) 573-594
    • (2000) SIAM Journal of Optimization , vol.11 , Issue.3 , pp. 573-594
    • Audet, C.1    Dennis Jr., J.E.2
  • 11
  • 12
    • 7244253635 scopus 로고    scopus 로고
    • A pattern search filter method for nonlinear programming without derivatives
    • Audet C., and Dennis Jr. J.E. A pattern search filter method for nonlinear programming without derivatives. SIAM Journal of Optimization 14 4 (2003) 980-1010
    • (2003) SIAM Journal of Optimization , vol.14 , Issue.4 , pp. 980-1010
    • Audet, C.1    Dennis Jr., J.E.2
  • 13
    • 33750265086 scopus 로고    scopus 로고
    • Mesh adaptive direct search algorithms for constrained optimization
    • Audet C., and Dennis Jr. J.E. Mesh adaptive direct search algorithms for constrained optimization. SIAM Journal of Optimization 17 2 (2006) 188-217
    • (2006) SIAM Journal of Optimization , vol.17 , Issue.2 , pp. 188-217
    • Audet, C.1    Dennis Jr., J.E.2
  • 14
    • 0002426110 scopus 로고
    • A single-sample multiple decision procedure for ranking means of normal populations with known variances
    • Bechhofer R.E. A single-sample multiple decision procedure for ranking means of normal populations with known variances. Annals of Mathematical Statistics 25 (1954) 16-39
    • (1954) Annals of Mathematical Statistics , vol.25 , pp. 16-39
    • Bechhofer, R.E.1
  • 16
    • 0347556828 scopus 로고    scopus 로고
    • Using ranking and selection to "clean up" after simulation optimization
    • Boesel J., Nelson B.L., and Kim S.H. Using ranking and selection to "clean up" after simulation optimization. Operation Research 51 5 (2003) 814-825
    • (2003) Operation Research , vol.51 , Issue.5 , pp. 814-825
    • Boesel, J.1    Nelson, B.L.2    Kim, S.H.3
  • 17
    • 64449085397 scopus 로고    scopus 로고
    • A.J. Booker, J.E. Dennis Jr., P.D. Frank, D.W. Moore, D.B. Serafini, Managing surrogate objectives to optimize a helicopter rotor design - further experiments, Technical Report 98-4717, AIAA, St. Louis, September 1999.
    • A.J. Booker, J.E. Dennis Jr., P.D. Frank, D.W. Moore, D.B. Serafini, Managing surrogate objectives to optimize a helicopter rotor design - further experiments, Technical Report 98-4717, AIAA, St. Louis, September 1999.
  • 18
    • 0242609490 scopus 로고    scopus 로고
    • Optimization using surrogate objectives on a helicopter test example
    • Borggaard J., Burns J., Cliff E., and Schreck S. (Eds), Massachusetts, Birkhäuser, Cambridge
    • Booker A.J., Dennis Jr. J.E., Frank P.D., Serafini D.B., and Torczon V. Optimization using surrogate objectives on a helicopter test example. In: Borggaard J., Burns J., Cliff E., and Schreck S. (Eds). Optimal Design and Control Progress in Systems and Control Theory (1998), Massachusetts, Birkhäuser, Cambridge 49-58
    • (1998) Optimal Design and Control Progress in Systems and Control Theory , pp. 49-58
    • Booker, A.J.1    Dennis Jr., J.E.2    Frank, P.D.3    Serafini, D.B.4    Torczon, V.5
  • 20
    • 0001605378 scopus 로고
    • Theory of positive linear dependence
    • Davis C. Theory of positive linear dependence. American Journal of Mathematics 76 4 (1954) 733-746
    • (1954) American Journal of Mathematics , vol.76 , Issue.4 , pp. 733-746
    • Davis, C.1
  • 22
    • 0002771487 scopus 로고
    • Allocation of observations in ranking and selection
    • Dudewicz E.J., and Dalal S.R. Allocation of observations in ranking and selection. Indian Journal of Statistics 37B 1 (1975) 28-78
    • (1975) Indian Journal of Statistics , vol.37 B , Issue.1 , pp. 28-78
    • Dudewicz, E.J.1    Dalal, S.R.2
  • 23
    • 21844492639 scopus 로고
    • A grid algorithm for bound constrained optimization of noisy functions
    • Elster C., and Neumaier A. A grid algorithm for bound constrained optimization of noisy functions. IMA Journal of Numerical Analysis 15 (1995) 585-608
    • (1995) IMA Journal of Numerical Analysis , vol.15 , pp. 585-608
    • Elster, C.1    Neumaier, A.2
  • 24
    • 0012260296 scopus 로고    scopus 로고
    • Optimization for simulation: Theory vs. practice
    • Fu M.C. Optimization for simulation: Theory vs. practice. INFORMS Journal on Computing 14 3 (2002) 192-215
    • (2002) INFORMS Journal on Computing , vol.14 , Issue.3 , pp. 192-215
    • Fu, M.C.1
  • 26
    • 0012031544 scopus 로고    scopus 로고
    • Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system
    • Kokkolaras M., Audet C., and Dennis Jr. J.E. Mixed variable optimization of the number and composition of heat intercepts in a thermal insulation system. Optimization and Engineering 2 1 (2001) 5-29
    • (2001) Optimization and Engineering , vol.2 , Issue.1 , pp. 5-29
    • Kokkolaras, M.1    Audet, C.2    Dennis Jr., J.E.3
  • 27
    • 0003686336 scopus 로고    scopus 로고
    • Rank ordering and positive bases in pattern search algorithms
    • 96-71, NASA Langley Research Center
    • R.M. Lewis, V. Torczon, Rank ordering and positive bases in pattern search algorithms, Technical Report ICASE 96-71, NASA Langley Research Center, 1996.
    • (1996) Technical Report ICASE
    • Lewis, R.M.1    Torczon, V.2
  • 28
    • 0033412824 scopus 로고    scopus 로고
    • Pattern search algorithms for bound constrained minimization
    • Lewis R.M., and Torczon V. Pattern search algorithms for bound constrained minimization. SIAM Journal of Optimization 9 4 (1999) 1082-1099
    • (1999) SIAM Journal of Optimization , vol.9 , Issue.4 , pp. 1082-1099
    • Lewis, R.M.1    Torczon, V.2
  • 29
    • 0034412352 scopus 로고    scopus 로고
    • Pattern search methods for linearly constrained minimization
    • Lewis R.M., and Torczon V. Pattern search methods for linearly constrained minimization. SIAM Journal of Optimization 10 3 (2000) 917-941
    • (2000) SIAM Journal of Optimization , vol.10 , Issue.3 , pp. 917-941
    • Lewis, R.M.1    Torczon, V.2
  • 30
    • 0036436111 scopus 로고    scopus 로고
    • A globally convergent augmented Lagrangian pattern search algorithm for optimization with general constraints and simple bounds
    • Lewis R.M., and Torczon V. A globally convergent augmented Lagrangian pattern search algorithm for optimization with general constraints and simple bounds. SIAM Journal of Optimization 12 4 (2002) 1075-1089
    • (2002) SIAM Journal of Optimization , vol.12 , Issue.4 , pp. 1075-1089
    • Lewis, R.M.1    Torczon, V.2
  • 32
    • 3042643358 scopus 로고    scopus 로고
    • A derivative-based algorithm for a particular class of mixed variable optimization problems
    • Lucidi S., and Piccialli V. A derivative-based algorithm for a particular class of mixed variable optimization problems. Optimization Methods and Software 19 3-4 (2004) 371-387
    • (2004) Optimization Methods and Software , vol.19 , Issue.3-4 , pp. 371-387
    • Lucidi, S.1    Piccialli, V.2
  • 34
    • 7244230335 scopus 로고    scopus 로고
    • Optimal aeroacoustic shape design using the surrogate management framework
    • Marsden A.L., Wang M., Dennis Jr. J.E., and Moin P. Optimal aeroacoustic shape design using the surrogate management framework. Optimization and Engineering 5 2 (2004) 235-262
    • (2004) Optimization and Engineering , vol.5 , Issue.2 , pp. 235-262
    • Marsden, A.L.1    Wang, M.2    Dennis Jr., J.E.3    Moin, P.4
  • 35
    • 0035521447 scopus 로고    scopus 로고
    • Simple procedures for selecting the best simulated system when the number of alternatives is large
    • Nelson B.L., Swann J., Goldsman D., and Song W. Simple procedures for selecting the best simulated system when the number of alternatives is large. Operation Research 49 6 (2004) 950-963
    • (2004) Operation Research , vol.49 , Issue.6 , pp. 950-963
    • Nelson, B.L.1    Swann, J.2    Goldsman, D.3    Song, W.4
  • 36
    • 0033307011 scopus 로고    scopus 로고
    • Iterative ranking-and-selection for large-scale optimization
    • P.A. Farrington, H.B. Nembhard, D.T. Sturrock, G.W. Evans, Eds
    • S. Ólafsson, Iterative ranking-and-selection for large-scale optimization, in: P.A. Farrington, H.B. Nembhard, D.T. Sturrock, G.W. Evans, (Eds.), Proceedings of the 1999 Winter Simposium Conference, 1999, pp. 479-485.
    • (1999) Proceedings of the 1999 Winter Simposium Conference , pp. 479-485
    • Ólafsson, S.1
  • 39
    • 0001552833 scopus 로고
    • On two-stage selection procedures and related probability-inequalities
    • Rinott Y. On two-stage selection procedures and related probability-inequalities. Communications in Statistics A7 8 (1978) 799-811
    • (1978) Communications in Statistics , vol.A7 , Issue.8 , pp. 799-811
    • Rinott, Y.1
  • 42
    • 0000284219 scopus 로고    scopus 로고
    • An overview of the simultaneous perturbation method for efficient optimization
    • Spall J.C. An overview of the simultaneous perturbation method for efficient optimization. Johns Hopkins APL Technical Digest 19 4 (1998) 482-492
    • (1998) Johns Hopkins APL Technical Digest , vol.19 , Issue.4 , pp. 482-492
    • Spall, J.C.1
  • 45
    • 17744380243 scopus 로고    scopus 로고
    • Combined pattern search and ranking and selection for simulation optimization
    • R.G. Ingalls, M.D. Rossetti, J.S. Smith, B.A. Peters, Eds
    • T.A. Sriver, J.W. Chrissis, Combined pattern search and ranking and selection for simulation optimization, in: R.G. Ingalls, M.D. Rossetti, J.S. Smith, B.A. Peters, (Eds.), Proceedings of the 2004 Winter Simposium Conference, 2004.
    • (2004) Proceedings of the 2004 Winter Simposium Conference
    • Sriver, T.A.1    Chrissis, J.W.2
  • 46
    • 0346271770 scopus 로고    scopus 로고
    • Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey
    • Swisher J.R., Jacobson S.H., and Yücesan E. Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey. ACM Transactions on Modeling and Computer Simulation 13 2 (2003) 134-154
    • (2003) ACM Transactions on Modeling and Computer Simulation , vol.13 , Issue.2 , pp. 134-154
    • Swisher, J.R.1    Jacobson, S.H.2    Yücesan, E.3
  • 47
    • 0031540855 scopus 로고    scopus 로고
    • On the convergence of pattern search algorithms
    • Torczon V. On the convergence of pattern search algorithms. SIAM Journal of Optimization 7 1 (1997) 1-25
    • (1997) SIAM Journal of Optimization , vol.7 , Issue.1 , pp. 1-25
    • Torczon, V.1
  • 48
    • 4243258470 scopus 로고    scopus 로고
    • On the use of direct search methods for stochastic optimization
    • Technical Report TR00-20, Department of Computational and Applied Mathematics, Rice University, Houston Texas, June
    • M.W. Trosset, On the use of direct search methods for stochastic optimization, Technical Report TR00-20, Department of Computational and Applied Mathematics, Rice University, Houston Texas, June 2000.
    • (2000)
    • Trosset, M.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.