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Showing 1 to 2 of 2 for “"constrained simulation optimization"”.
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Stochastically Constrained Simulation Optimization On Mixed-Integer Spaces
… of the system that are observable only via a simulation model parameterized by a finite number of decision variables. In solving for such a system, one faces the much harder challenge of verifying the feasibility of a potential solution. Toward this, we present cgR-SPLINE, a multistart …
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Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets
… corresponding to a suboptimal system is a convex optimization problem. Thus the optimal allocation may easily be obtained in the context of a "small" number of systems, where the quantifier "small" depends on the available computing resources. A consistent estimator for the optimal allocation and …