Sciweavers

8 search results - page 2 / 2
» A Revised Simplex Search Procedure for Stochastic Simulation...
Sort
View
WSC
2004
13 years 6 months ago
Stochastic Approximation with Simulated Annealing as an Approach to Global Discrete-Event Simulation Optimization
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
Matthew H. Jones, K. Preston White
WSC
2007
13 years 7 months ago
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization
Response Surface Methodology (RSM) is a metamodelbased optimization method. Its strategy is to explore small subregions of the parameter space in succession instead of attempting ...
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
CCE
2007
13 years 5 months ago
Adaptive optimisation of noisy black-box functions inherent in microscopic models
For systems where exact constitutive relations are unknown, a microscopic level description can be alternatively used. As microscopic simulations are computationally expensive, th...
Eddie Davis, Marianthi G. Ierapetritou