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Statistical testing of optimality conditions in multiresponse simulation-based optimization.
Bert Bettonvil
Enrique del Castillo
Jack P. C. Kleijnen
Published in:
Eur. J. Oper. Res. (2009)
Keyphrases
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optimality conditions
simulation based optimization
convergence analysis
karush kuhn tucker
nonlinear programming
nonlinear programming problems
lower level
semi infinite programming
statistical analysis
computational methods
statistical methods
dynamic programming
data mining
machine learning
linear programming