Optimal selection probability in the two-stage nested partitions method for simulation-based optimization

被引：0

作者：

Olfsson, S ^{[1
]}

Gopinath, N ^{[1
]}

机构：

[1] Iowa State Univ Sci & Technol, Dept Ind & Mfg Syst Engn, Ames, IA 50011 USA

来源：

PROCEEDINGS OF THE 2000 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2 | 2000年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We investigate a new algorithm for simulation-based optimization where the number of alternatives is finite but very large. This algorithm draws on recent work in adaptive random search and from ranking-and-selection. We show how the ranking-and-selection approach can significantly improve performance of the random search and demonstrate the importance of the probability of correct selection.

引用

页码：736 / 742

页数：7

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