Optimization of Simulation via Quasi-Newton Methods
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Publication:4319324
DOI10.1287/ijoc.6.4.398zbMath0813.65003OpenAlexW2118552907MaRDI QIDQ4319324
M. Hossein Safizadeh, Robert Signorile
Publication date: 28 May 1995
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.6.4.398
convex functionsBFGS methodquasi-Newton methodsresponse surface methodologyinventory problemDavidon's methodmanufacturing problemoptimization of simulation
Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)
Related Items (6)
A Modified Quasi‐Newton Method for Optimization in Simulation ⋮ A stochastic quasi-Newton method for simulation response optimization ⋮ An alternating variable method with varying replications for simulation response optimization ⋮ Two‐stage computing budget allocation approach for the response surface method ⋮ Minimizing the bias and variance of the gradient estimate in RSM simulation studies ⋮ Simulation response optimization via direct conjugate direction method
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