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Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization - MaRDI portal

Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization (Q523576)

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scientific article; zbMATH DE number 6706970
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Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
scientific article; zbMATH DE number 6706970

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    Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization (English)
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    21 April 2017
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    simulation
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    stochastic optimization
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    stochastic approximation algorithms
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    smoothed functional algorithm
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    quasi-Newton methods
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    constrained optimization
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    multi-stage queueing networks
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