A computational comparison of simulation optimization methods using single observations within a shrinking ball on noisy black-box functions with mixed integer and continuous domains.
David D. LinzZelda B. ZabinskySeksan KiatsupaibulRobert L. SmithPublished in: WSC (2017)
Keyphrases
- black box
- optimization methods
- mixed integer
- continuous domains
- evolution strategy
- optimization method
- optimization problems
- simulated annealing
- continuous variables
- linear program
- lot sizing
- convex hull
- optimal solution
- test cases
- graphical models
- mathematical model
- data sets
- search algorithm
- reinforcement learning
- conditional independence
- incomplete data
- feasible solution
- em algorithm