Adaptive sampling line search for local stochastic optimization with integer variables
From MaRDI portal
Publication:2097662
DOI10.1007/s10107-021-01667-6zbMath1506.90181OpenAlexW3179454371MaRDI QIDQ2097662
Prasanna K. Ragavan, Michael R. Taaffe, Raghu Pasupathy, Susan R. Hunter
Publication date: 14 November 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-021-01667-6
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Modeling without categorical variables: a mixed-integer nonlinear program for the optimization of thermal insulation systems
- Simulation optimization for revenue management of airlines with cancellations and overbooking
- An algorithmic framework for convex mixed integer nonlinear programs
- Mesh adaptive direct search algorithms for mixed variable optimization
- Introductory lectures on convex optimization. A basic course.
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- Advances in modeling and simulation. Seminal research from 50 years of winter simulation conferences
- Derivative-free methods for bound constrained mixed-integer optimization
- Derivative-free methods for mixed-integer constrained optimization problems
- Stochastic simulation: Algorithms and analysis
- Pattern Search Algorithms for Mixed Variable Programming
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Balancing Exploitation and Exploration in Discrete Optimization via Simulation Through a Gaussian Process-Based Search
- Discrete Optimization via Simulation Using COMPASS
- Stocking Retail Assortments Under Dynamic Consumer Substitution
- Lectures on Stochastic Programming
- Probability with Martingales
- Discrete Convex Analysis
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization
- On Sampling Rates in Simulation-Based Recursions
- Industrial strength COMPASS
- Integer-Ordered Simulation Optimization using R-SPLINE
- Optimization Methods for Large-Scale Machine Learning
- High-Dimensional Probability
- Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms
- Tractable Sampling Strategies for Ordinal Optimization
- An Asymptotically Optimal Set Approach for Simulation Optimization
- Stochastically Constrained Ranking and Selection via SCORE
This page was built for publication: Adaptive sampling line search for local stochastic optimization with integer variables
