Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization
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DOI: 10.1007/s10589-016-9875-4
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- Sigrún Andradöttir, 1996. "A Scaled Stochastic Approximation Algorithm," Management Science, INFORMS, vol. 42(4), pages 475-498, April.
- Kao, Chiang & Chen, Shih-Pin, 2006. "A stochastic quasi-Newton method for simulation response optimization," European Journal of Operational Research, Elsevier, vol. 173(1), pages 30-46, August.
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Keywords
Simulation; Stochastic optimization; Stochastic approximation algorithms; Smoothed functional algorithm; Quasi-Newton methods; Constrained optimization; Multi-stage queueing networks;All these keywords.
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