Pages that link to "Item:Q1926785"
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The following pages link to Stochastic Nelder-Mead simplex method -- a new globally convergent direct search method for simulation optimization (Q1926785):
Displaying 28 items.
- A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
- Mesh-based Nelder-Mead algorithm for inequality constrained optimization (Q1616932) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Optimal combination of aircraft maintenance tasks by a novel simplex optimization method (Q1664843) (← links)
- An efficient simulation optimization method for the generalized redundancy allocation problem (Q1681168) (← links)
- Simulation response optimization via direct conjugate direction method (Q1870805) (← links)
- A parameter estimation method based on random slow manifolds (Q2009937) (← links)
- Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates (Q2028452) (← links)
- Discrete conditional-expectation-based simulation optimization: methodology and applications (Q2076929) (← links)
- Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates (Q2687061) (← links)
- Practical initialization of the Nelder-Mead method for computationally expensive optimization problems (Q2688914) (← links)
- A revised simplex search procedure for stochastic simulation response surface optimization (Q2884488) (← links)
- Data assimilation and parameter estimation for a multiscale stochastic system with<i>α</i>-stable Lévy noise (Q3302899) (← links)
- Nelder-Mead Simplex Modifications for Simulation Optimization (Q4363701) (← links)
- Globalized and bounded Nelder‐Mead algorithm with deterministic restarts for tuning controller parameters: Method and application (Q4599852) (← links)
- Less is more: Simplified Nelder-Mead method for large unconstrained optimization (Q4987781) (← links)
- Optimization of Stochastic Blackboxes with Adaptive Precision (Q5020850) (← links)
- GPU parameter tuning for tall and skinny dense linear least squares problems (Q5113719) (← links)
- The role of slow manifolds in parameter estimation for a multiscale stochastic system with <i>α</i>-stable Lévy noise (Q5140967) (← links)
- Derivative-free optimization methods (Q5230522) (← links)
- Simulation optimization: a review of algorithms and applications (Q5919176) (← links)
- Simultaneous predictive maintenance and inventory policy in a continuously monitoring system using simulation optimization (Q6164358) (← links)
- Simulation optimization for stochastic casualty collection point location and resource allocation problem in a mass casualty incident (Q6167874) (← links)
- Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization (Q6175706) (← links)
- A simulation evacuation framework for effective disaster preparedness strategies and response decision making (Q6555160) (← links)
- Dynamic exploration-exploitation Pareto approach for high-dimensional expensive black-box optimization (Q6568408) (← links)
- Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses (Q6580002) (← links)
- Optimal experimental design: formulations and computations (Q6598420) (← links)
