Pattern search ranking and selection algorithms for mixed variable simulation-based optimization
نویسندگان
چکیده
The class of generalized pattern search (GPS) algorithms for mixed variable optimization is extended to problems with stochastic objective functions, by augmenting it with ranking and selection (R&S). Asymptotic convergence for the algorithm is established, numerical issues are discussed, and performance of the algorithm is studied on a set of test problems.
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عنوان ژورنال:
- European Journal of Operational Research
دوره 198 شماره
صفحات -
تاریخ انتشار 2009