IEEE - Institute of Electrical and Electronics Engineers, Inc. - Iterative ranking-and-selection for large-scale optimization

Proceedings of 1999 Winter Conference on Simulation

Author(s): Olafsson, S.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1999
Conference Location: Phoenix, AZ, USA
Conference Date: 5 December 1999
Volume: 1
ISBN (Paper): 0-7803-5780-9
DOI: 10.1109/WSC.1999.823113
Regular:

We develop a novel algorithm for simulation based optimization where the number of alternatives is finite but very large. Our approach draws on recent work in adaptive random search and from... View More

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