Modifications of the Nelder-Mead simplex method for stochastic simulation response optimization.
Russell R. BartonJohn S. Ivey Jr.Published in: WSC (1991)
Keyphrases
- simplex method
- simplex algorithm
- stochastic simulation
- linear programming
- linear program
- primal dual
- optimization algorithm
- column generation
- linear programming problems
- convergence rate
- belief networks
- simple examples
- optimal solution
- feasible solution
- optimization problems
- bayesian analysis
- randomly generated
- semidefinite programming
- metaheuristic
- simulated annealing
- state space