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; 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 1167.90630Hong, L. Jeff; Nelson, Barry L. 2006 all top 5 Cited by 69 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 Haskell, William Benjamin 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 Ng, Szu Hui 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 Wang, Songhao 1 Xia, Li 1 Xie, Jing 1 Yang, Feng 1 Zhang, Qi all top 5 Cited in 19 Serials 8 European Journal of Operational Research 5 INFORMS Journal on Computing 4 Operations Research 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 all top 5 Cited in 9 Fields 31 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) Citations by Year