This paper considers a minimum cost flow problem where arc costs are uncertain, and the decision maker wishes to minimize both the expected flow cost and the variance of this co...
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and expl...
Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bili...
Simulated annealing (SA) and deterministic continuation are well-known generic approaches to global optimization. Deterministic continuation is computationally attractive but produ...
In recent years, the X-Architecture is introduced to obtain better performance for integrated circuit physical design. This paper reformulates the global routing problem in X-Archi...