Simulation-based optimization over discrete sets with noisy constraints

IIE Transactions (Institute of Industrial Engineers)

Volumn 45, Issue 7, 2015, Pages 699-715

  Luo, Yao ^a   Lim, Eunji ^a  

^a UNIVERSITY OF MIAMI   (United States)

Author keywords

Discrete optimization; Lagrangian duality; Optimization via simulation

Indexed keywords

INVENTORY CONTROL; LAGRANGE MULTIPLIERS; OPTIMIZATION; PERSONNEL SELECTION; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

CONSTRAINED OPTIMI-ZATION PROBLEMS; DISCRETE OPTIMIZATION; LAGRANGIAN DUALITY; NUMBER OF ITERATIONS; PERIODIC REVIEW SYSTEMS; SIMULATION-BASED OPTIMIZATIONS; STOCHASTIC APPROXIMATIONS; UNCONSTRAINED OPTIMIZATION PROBLEMS;

CONSTRAINED OPTIMIZATION;

EID: 84927723424     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/0740817X.2012.733580     Document Type: Article

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