Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6898337 | European Journal of Operational Research | 2012 | 11 Pages |
Abstract
⺠A new direct search method, SNM, is developed for simulation optimization. ⺠With the developed sample size scheme, SNM can handle noises effectively. ⺠Without requiring gradient estimation, SNM can handle nonsmooth response functions. ⺠We prove that SNM has attractive global convergence property. ⺠Numerical experiments show that the performance of SNM is promising.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Kuo-Hao Chang,