Averaging frameworks for simulation optimization with applications to simulated annealing

Naval Research Logistics

Volumn 59, Issue 6, 2012, Pages 411-429

  Prudius, Andrei A ^a   Andradóttir, Sigrún ^b  

^a Bloomberg LP   (United States)

^b Georgia Institute of Technology   (United States)

Author keywords

adaptive random search; discrete stochastic optimization; time inhomogeneous and non Markovian random search methods: almost sure global convergence

Indexed keywords

ADAPTIVE RANDOM SEARCH; ADAPTIVITY; CONVERGENCE ANALYSIS; DISCRETE SIMULATIONS; DISCRETE STOCHASTIC OPTIMIZATION; FEASIBLE REGIONS; FEASIBLE SOLUTION; GLOBALLY CONVERGENT; NUMERICAL RESULTS; OBJECTIVE FUNCTION VALUES; POINT-BASED; POINT-BASED METHODS; RANDOM SEARCH METHOD; SIMULATED ANNEALING ALGORITHMS; SIMULATION OPTIMIZATION; SPECIAL CLASS;

ALGORITHMS;

SIMULATED ANNEALING;

EID: 84864675774     PISSN: 0894069X     EISSN: 15206750     Source Type: Journal    
DOI: 10.1002/nav.21496     Document Type: Article

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