Discrete optimization via simulation using COMPASS

Discrete optimization via simulation using COMPASS

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Article ID: iaor2008986
Country: United States
Volume: 54
Issue: 1
Start Page Number: 115
End Page Number: 129
Publication Date: Jan 2006
Journal: Operations Research
Authors: ,
Abstract:

We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and partially constrained or unconstrained problems under mild conditions.

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