Article ID: | iaor19982495 |
Country: | United Kingdom |
Volume: | 4 |
Issue: | 3 |
Start Page Number: | 223 |
End Page Number: | 233 |
Publication Date: | May 1997 |
Journal: | International Transactions in Operational Research |
Authors: | Kao Chiang, Song Wheyming Tina, Chen Shih-pin |
Keywords: | optimization |
Optimization in Simulation is an important problem often encountered in system behavior investigation; however, the existing methods such as response surface methodology and stochastic approximation method are inefficient. This paper presents a modification of a quasi-Newton method, in which the parameters are determined from some numerical experiments. To demonstrate the validity of the devised method, two examples resembling the