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Penalty Function with Memory for Discrete Optimization via Simulation with Stochastic Constraints
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References

  • 2002Feature Article: Optimization for simulation: Theory vs. Practice742 cited
  • 2002Optimization for Simulation: Theory vs. Practice506 cited
  • 1999A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization220 cited
  • 1985A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation133 cited
  • 2010Fully sequential procedures for comparing constrained systems via simulation131 cited
  • 2012Approximate Simulation Budget Allocation for Selecting the Best Design in the Presence of Stochastic Constraints118 cited
  • 2003A combined procedure for optimization via simulation118 cited
  • 2012Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets100 cited
  • 1998Simulation Optimization98 cited
  • 2011An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems85 cited
  • 2010Finding feasible systems in the presence of constraints on multiple performance measures83 cited
  • 2001A modification of the stochastic ruler method for discrete stochastic optimization70 cited
  • 2008A Model Reference Adaptive Search Method for Stochastic Global Optimization60 cited
  • 2010Optimization via Simulation Over Discrete Decision Variables

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57 cited
  • 2008Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization52 cited
  • 2007A framework for locally convergent random-search algorithms for discrete optimization via simulation47 cited
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