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Discrete Optimization via Simulation Using COMPASS

Author

Listed:
  • L. Jeff Hong

    (Department of Industrial Engineering and Logistics Management, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong, China)

  • Barry L. Nelson

    (Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208-3119)

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.

Suggested Citation

  • L. Jeff Hong & Barry L. Nelson, 2006. "Discrete Optimization via Simulation Using COMPASS," Operations Research, INFORMS, vol. 54(1), pages 115-129, February.
    • Handle: RePEc:inm:oropre:v:54:y:2006:i:1:p:115-129
    DOI: 10.1287/opre.1050.0237
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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