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COMPASS

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; ElemStatLearn; Tabu search; MultiMin; SNOBFIT; CMA-ES; NOMADm; tgp; MASS (R); COMBO; Hyperopt; Spearmint; PyMOSO; MLMSRBF; AdaGrad
Referenced in: 38 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.
2006
all top 5

Referenced by 65 Authors

4 Hu, Jiaqiao
2 Alfieri, Arianna
2 Amaran, Satyajith
2 Andradóttir, Sigrún
2 Bury, Scott J.
2 Cassandras, Christos G.
2 Fu, Michael C.
2 Hong, Liu Jeff
2 Marcus, Steven I.
2 Matta, Andrea
2 Nelson, Barry L.
2 Powell, Warren Buckler
2 Sahinidis, Nikolaos V.
2 Sharda, Bikram
2 Tsai, Shing Chih
2 Wang, Honggang
2 Xu, Jie
1 Ahmed, Shamsuddin
1 Barceló, Jaume
1 Bayraksan, Güzin
1 Berkhout, Joost
1 Binois, Mickaël
1 Bliek, Laurens
1 Boglione, M.
1 Chang, Hyeong Soo
1 Chick, Stephen E.
1 Cooper, Kyle
1 de Weerdt, Mathijs M.
1 Dudewicz, Edward J.
1 Fan, Qi
1 Fleck, Julia L.
1 Frazier, Peter I.
1 Fu, Sheng Yang
1 Garcia, Alfredo Daniel
1 Gramacy, Robert B.
1 Gribkovskaia, Irina V.
1 He, Xinyu
1 Horng, Shih-Cheng
1 Hu, Liujia
1 Hunter, Susan R.
1 Jia, Qing-Shan
1 Kabirian, Alireza
1 Kleijnen, Jack P. C.
1 Lejeune, Miguel A.
1 Lin, Shieh-Shing
1 Liu, Chung Hung
1 Liu, Jingang
1 Ludkovski, Michael
1 Mao, Jianfeng
1 Margot, François
1 Morton, David P.
1 Nagaraj, Kalyani
1 Nielsen, Martin K.
1 Ólafsson, Sigurdur
1 Patek, Stephen D.
1 Pedrielli, Giulia
1 Prudius, Andrei A.
1 Reyes, Kristofer G.
1 Shyshou, Aliaksandr
1 Sinha, Kaushik
1 Verwer, Sicco
1 Vidyashankar, Anand N.
1 Xia, Li
1 Xie, Jing
1 Yang, Feng
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Referenced in 19 Serials

8 European Journal of Operational Research
4 Operations Research
4 INFORMS Journal on Computing
3 Annals of Operations Research
2 Discrete Event Dynamic Systems
2 Communications in Information and Systems
1 Automatica
1 Operations Research Letters
1 Computers & Operations Research
1 Asia-Pacific Journal of Operational Research
1 Computational Statistics
1 Applied Mathematical Modelling
1 SIAM Journal on Scientific Computing
1 Annals of Mathematics and Artificial Intelligence
1 ACM Transactions on Modeling and Computer Simulation
1 4OR
1 International Series in Operations Research & Management Science
1 Nonlinear Analysis. Hybrid Systems
1 Journal of Computational and Graphical Statistics
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Referenced in 9 Fields

30 Operations research, mathematical programming (90-XX)
4 Statistics (62-XX)
4 Numerical analysis (65-XX)
3 Systems theory; control (93-XX)
2 Computer science (68-XX)
2 Biology and other natural sciences (92-XX)
1 History and biography (01-XX)
1 Quantum theory (81-XX)
1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Referencing Publications by Year