swMATH ID: 3040
Software Authors: Hong, L.Jeff; Nelson, Barry L.
Description: Discrete optimization via simulation using COMPASS. 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
Homepage: http://or.journal.informs.org/content/54/1/115
Related Software: EGO; R-SPLINE; DiceOptim; DiceKriging; SimOpt; Scatter Search; MLMSRBF; ElemStatLearn; Tabu search; MultiMin; SNOBFIT; CMA-ES; NOMADm; RiskMetrics; tgp; MASS (R); COMBO; Hyperopt; Spearmint; PyMOSO
Cited in: 39 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Discrete optimization via simulation using COMPASS. Zbl 1167.90630
Hong, L. Jeff; Nelson, Barry L.

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