RSPLINE
swMATH ID:  29802 
Software Authors:  Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W. 
Description:  Integerordered simulation optimization using RSPLINE: retrospective search with piecewiselinear interpolation and neighborhood enumeration. We consider simulationoptimization (SO) models where the decision variables are integer ordered and the objective function is defined implicitly via a simulation oracle, which for any feasible solution can be called to compute a point estimate of the objectivefunction value. We develop RSPLINE – a Retrospectivesearch algorithm that alternates between a continuous Search using PiecewiseLinear Interpolation and a discrete Neighborhood Enumeration, to asymptotically identify a local minimum. RSPLINE appears to be among the first few gradientbased search algorithms tailored for solving integerordered local SO problems. In addition to proving the almostsure convergence of RSPLINE’s iterates to the set of local minima, we demonstrate that the probability of RSPLINE returning a solution outside the set of true local minima decays exponentially in a certain precise sense. RSPLINE, with no parameter tuning, compares favorably with popular existing algorithms. 
Homepage:  https://dl.acm.org/citation.cfm?doid=2499913.2499916 
Keywords:  simulation optimization; retrospective search algorithm; piecewiselinear interpolation; discrete neighborhood enumeration; local minima 
Related Software:  COMPASS; EGO; SimOpt; ASTRODF; PyMOSO; Tabu search; DiceOptim; DiceKriging; MultiMin; Scatter Search; SNOBFIT; CMAES; NOMADm; VBASim; RngStreams; PyPRS; GitHub; MRG32k3a; RngSteam; OptQuest 
Cited in:  12 Publications 
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH  Year 

Integerordered simulation optimization using RSPLINE: retrospective search with piecewiselinear interpolation and neighborhood enumeration. Zbl 1386.65167 Wang, Honggang; Pasupathy, Raghu; Schmeiser, Bruce W. 
2013

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Cited by 22 Authors
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Cited in 8 Serials
Cited in 2 Fields
11  Operations research, mathematical programming (90XX) 
2  Numerical analysis (65XX) 