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A Review of Random Search Methods
16 references·1 citing·33 second hop
A Review of Random Search Methods (2014)A Review of Random Search MethodsAn Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems (2011)An Adaptive Hyperbox Algorith…Industrial strength COMPASS (2010)Industrial strength COMPASSMulti-objective simulation-based evolutionary algorithm for an aircraft spare parts allocation problem (2007)Multi-objective simulation-ba…Discrete Optimization via Simulation Using COMPASS (2006)Discrete Optimization via Sim…Chapter 20 An Overview of Simulation Optimization via Random Search (2006)Chapter 20 An Overview of Sim…Variable-sample methods for stochastic optimization (2003)Variable-sample methods for s…A combined procedure for optimization via simulation (2003)A combined procedure for opti…Nested Partitions Method for Stochastic Optimization (2000)Nested Partitions Method for …A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization (1999)A Simulated Annealing Algorit…On Optimal Allocation of Indivisibles Under Uncertainty (1998)On Optimal Allocation of Indi…A Global Search Method for Discrete Stochastic Optimization (1996)A Global Search Method for Di…A Method for Discrete Stochastic Optimization (1995)A Method for Discrete Stochas…Stochastic Discrete Optimization (1992)Stochastic Discrete Optimizat…Simulation optimization using simulated annealing (1992)Simulation optimization using…From engineering to cybernetics (1978)From engineering to cyberneti…ALLOCATION OF OBSERVATIONS IN RANKING AND SELECTION WITH UNEQUAL VARIANCES (1971)ALLOCATION OF OBSERVATIONS IN…Simulation optimization: A tutorial overview and recent developments in gradient-based methods (2014)Simulation optimization: A tu…Applied Probability and Queues (1987)Stochastic Modeling and the Theory of Queues (1989)Simulation optimization: a review of algorithms and applications (2014)Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (2015)Some aspects of the sequential design of experiments (1952)Sample mean based index policies byO(logn) regret for the multi-armed bandit problem (1995)Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization (2004)A Stochastic Approximation Method (1951)A gradient technique for general buffer storage design in a production line (1979)Fundamentals of Queueing Theory. (1986)A review of simulation optimization techniques (2002)Stochastic Linear Programming (1976)Numerical Techniques for Stochastic Optimization (1988)The integer L-shaped method for stochastic integer programs with complete recourse (1993)A Stochastic Branch-and-Bound Approach to Activity Crashing in Project Management (2000)Algorithms for Stochastic Mixed-Integer Programming Models (2005)Optimization of R&D project portfolios under endogenous uncertainty (2010)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Feature Article: Optimization for simulation: Theory vs. Practice (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Simulation Modeling and Analysis. (1983)Fully Sequential Procedures for Large-Scale Ranking-and-Selection Problems in Parallel Computing Environments (2015)Simulation optimization in the era of Industrial 4.0 and the Industrial Internet (2016)Stochastic Estimation of the Maximum of a Regression Function (1952)Ordinal optimization of DEDS (1992)A brief introduction to optimization via simulation (2009)A Sequential Sampling Procedure for Stochastic Programming (2011)A survey of simulation optimization techniques and procedures (2002)Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures (2003)Efficient Simulation Budget Allocation for Selecting an Optimal Subset (2008)Using evolutionary algorithms and simulation for the optimization of manufacturing systems (1997)Simulation optimization (2003)SIMULATION Optimization (2011)
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References

  • 2006Discrete Optimization via Simulation Using COMPASS298 cited
  • 1971ALLOCATION OF OBSERVATIONS IN RANKING AND SELECTION WITH UNEQUAL VARIANCES270 cited
  • 1999A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization220 cited
  • 1992Stochastic Discrete Optimization203 cited
  • 1996A Global Search Method for Discrete Stochastic Optimization189 cited
  • 2010Industrial strength COMPASS157 cited
  • 2000Nested Partitions Method for Stochastic Optimization153 cited
  • 1998On Optimal Allocation of Indivisibles Under Uncertainty141 cited
  • 1992Simulation optimization using simulated annealing137 cited
  • 1995A Method for Discrete Stochastic Optimization130 cited
  • 2007Multi-objective simulation-based evolutionary algorithm for an aircraft spare parts allocation problem129 cited
  • 2003Variable-sample methods for stochastic optimization128 cited
  • 2003A combined procedure for optimization via simulation118 cited
  • 1978From engineering to cybernetics113 cited
  • 2006Chapter 20 An Overview of Simulation Optimization via Random Search104 cited
  • 2011

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An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems
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  • 2014Simulation optimization: A tutorial overview and recent developments in gradient-based methods54 cited