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

DOI10.1007/s10589-016-9875-4zbMath1370.90162OpenAlexW2519769880MaRDI QIDQ523576

Yong-Cai Geng, Sumit K. Garg

Publication date: 21 April 2017

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-016-9875-4

zbMATH Keywords

stochastic optimizationsimulationconstrained optimizationquasi-Newton methodsstochastic approximation algorithmsmulti-stage queueing networkssmoothed functional algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15) Methods of quasi-Newton type (90C53)

Uses Software

• SGD-QN

Cites Work

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