TESTING STRATEGIES FOR SIMULATION OPTIMIZATION.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

7 Citations (Scopus)

Abstract

Computer simulation models consisting of systems of differential equations, or other mathematical models, can present special problems to numerical optimization methods. Derivatives are often unavailable, function evaluations can be extremely expensive (e. g. , 1 h on an IBM 3090), and the numerical accuracy of each function value may depend on a complicated chain of calculations and so be impractical to prespecify. This last point makes it difficult to calibrate optimization routines that use finite-difference approximations for gradients. A strategy for comparing optimization techniques for these problems is presented, and several interesting findings for quasi-Newton methods, simplex search, and others are reviewed.

Original languageEnglish (US)
Title of host publicationWinter Simulation Conference Proceedings
EditorsArne Thesen, Hank Grant, David W. Kelton, Madison Univ of Wisconsin-Madison
PublisherACM
Pages391-401
Number of pages11
ISBN (Print)0911801324
StatePublished - Dec 1987

Fingerprint

Simulation Optimization
Testing
Numerical Accuracy
Quasi-Newton Method
Finite Difference Approximation
Numerical Optimization
Computer Model
Evaluation Function
System of Differential Equations
Value Function
Optimization Techniques
Optimization Methods
Simulation Model
Computer Simulation
Function evaluation
Numerical Methods
Mathematical Model
Newton-Raphson method
Gradient
Derivative

All Science Journal Classification (ASJC) codes

  • Chemical Health and Safety
  • Software
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics
  • Modeling and Simulation

Cite this

Barton, R. R. (1987). TESTING STRATEGIES FOR SIMULATION OPTIMIZATION. In A. Thesen, H. Grant, D. W. Kelton, & M. Univ of Wisconsin-Madison (Eds.), Winter Simulation Conference Proceedings (pp. 391-401). ACM.
Barton, Russell Richard. / TESTING STRATEGIES FOR SIMULATION OPTIMIZATION. Winter Simulation Conference Proceedings. editor / Arne Thesen ; Hank Grant ; David W. Kelton ; Madison Univ of Wisconsin-Madison. ACM, 1987. pp. 391-401
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Barton, RR 1987, TESTING STRATEGIES FOR SIMULATION OPTIMIZATION. in A Thesen, H Grant, DW Kelton & M Univ of Wisconsin-Madison (eds), Winter Simulation Conference Proceedings. ACM, pp. 391-401.

TESTING STRATEGIES FOR SIMULATION OPTIMIZATION. / Barton, Russell Richard.

Winter Simulation Conference Proceedings. ed. / Arne Thesen; Hank Grant; David W. Kelton; Madison Univ of Wisconsin-Madison. ACM, 1987. p. 391-401.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Barton RR. TESTING STRATEGIES FOR SIMULATION OPTIMIZATION. In Thesen A, Grant H, Kelton DW, Univ of Wisconsin-Madison M, editors, Winter Simulation Conference Proceedings. ACM. 1987. p. 391-401