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A stochastic quasi-Newton method for simulation response optimization.

Chiang KaoShih-Pin Chen
Published in: Eur. J. Oper. Res. (2006)
Keyphrases
  • quasi newton method
  • quasi newton
  • limited memory
  • optimization problems
  • global optimization
  • optimization procedure
  • optimization algorithm
  • optimization method
  • support vector
  • optimization methods