English, Article edition: Pattern search ranking and selection algorithms for mixed variable simulation-based optimization Sriver, Todd A.; Chrissis, James W.; Abramson, Mark A.

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/10398
Physical Description
  • article
Language
  • English

Edition details

Title
  • Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
Author
  • Sriver, Todd A.
  • Chrissis, James W.
  • Abramson, Mark A.
Physical Description
  • article
Notes
  • The class of generalized pattern search (GPS) algorithms for mixed variable optimization is extended to problems with stochastic objective functions. Because random noise in the objective function makes it more difficult to compare trial points and ascertain which points are truly better than others, replications are needed to generate sufficient statistical power to draw conclusions. Rather than comparing pairs of points, the approach taken here augments pattern search with a ranking and selection (R&​S) procedure, which allows for comparing many function values simultaneously. Asymptotic convergence for the algorithm is established, numerical issues are discussed, and performance of the algorithm is studied on a set of test problems.
  • Pattern search algorithms Mixed variable programming Nonlinear programming Simulation Ranking and selection
  • RePEc:eee:ejores:v:198:y:2009:i:3:p:878-890
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment