A penalty function approach for simulation optimization with stochastic constraints.
Liujia HuSigrún AndradóttirPublished in: WSC (2014)
Keyphrases
- penalty function
- constrained optimization
- penalty functions
- constraint handling
- real coded
- constrained optimization problems
- saddle point
- unconstrained optimization
- genetic algorithm
- lagrange multipliers
- fitness function
- objective function
- discrete event
- simulation model
- stochastic systems
- hard constraints
- stochastic simulation
- global optimization
- stochastic programming
- particle swarm optimization
- simulated annealing
- evolutionary algorithm