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Showing 1 to 1 of 1 for “"mixed-integer spaces"”.
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Stochastically Constrained Simulation Optimization On Mixed-Integer Spaces
… simulation optimization (SO) algorithm on integer spaces. cgR-SPLINE sequentially solves random restarts of a gradient-based local search routine with increasing precision. The local search routine in turn solves progressively stricter outer approximations of the underlying problem. The …