Optimization in Simulation is an important problem often encountered in system behavior investigation; however, the existing methods such as response surface methodology and stochastic approximation method are inefficient. This paper presents a modification of a quasi-Newton method, in which the parameters are determined from some numerical experiments. To demonstrate the validity of the devised method, two examples resembling the M/M/1 queueing problem are solved. The closeness of the converged solutions to the optimal solutions and a comparison with two stochastic approximation methods indicate that the modified quasi-Newton method as devised in this paper is a robust and efficient method for solving optimization problems in simulation.
|頁（從 - 到）||223-233|
|期刊||International Transactions in Operational Research|
|出版狀態||Published - 1997 五月|
All Science Journal Classification (ASJC) codes