Discrete optimization via simulation using COMPASS
成果类型：
Article
署名作者：
Hong, LJ; Nelson, BL
署名单位：
Hong Kong University of Science & Technology; Northwestern University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.1050.0237
发表日期：
2006
页码：
115-129
关键词：
摘要：
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.