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WSC
2000
15 years 9 months ago
A framework for Response Surface Methodology for simulation optimization
We develop a framework for automated optimization of stochastic simulation models using Response Surface Methodology. The framework is especially intended for simulation models wh...
H. Gonda Neddermeijer, Gerrit J. van Oortmarssen, ...
NIPS
1993
15 years 9 months ago
Optimal Stochastic Search and Adaptive Momentum
Stochastic optimization algorithms typically use learning rate schedules that behave asymptotically as (t) = 0=t. The ensemble dynamics (Leen and Moody, 1993) for such algorithms ...
Todd K. Leen, Genevieve B. Orr
GECCO
2010
Springer
222views Optimization» more  GECCO 2010»
15 years 6 months ago
Black-box optimization benchmarking of NEWUOA compared to BIPOP-CMA-ES: on the BBOB noiseless testbed
In this paper, the performances of the NEW Unconstrained Optimization Algorithm (NEWUOA) on some noiseless functions are compared to those of the BI-POPulation Covariance Matrix A...
Nikolaus Hansen, Raymond Ros
CP
2004
Springer
16 years 1 months ago
Heuristic Selection for Stochastic Search Optimization: Modeling Solution Quality by Extreme Value Theory
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...
Vincent A. Cicirello, Stephen F. Smith
EVOW
2009
Springer
16 years 2 months ago
Discrete Particle Swarm Optimization for Multiple Destination Routing Problems
This paper proposes a discrete particle swarm optimization (DPSO) to solve the multiple destination routing (MDR) problems. The problem has been proven to be NP-complete and the tr...
Zhi-hui Zhan, Jun Zhang