A modified quasi-newton method for optimization in simulation

C. Kao, W. T. Song, S. P. Chen

研究成果: Article同行評審

12 引文 斯高帕斯(Scopus)


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

  • 商業與國際管理
  • 電腦科學應用
  • 策略與管理
  • 管理科學與經營研究
  • 技術與創新管理


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