This Article Full Text (PDF) References Alert me when this article is cited Alert me if a correction is posted Services Email this article to a friend Similar articles in this journal Alert me to new issues of the journal Download to citation manager Citing Articles Citing Articles via HighWire Citing Articles via Google Scholar Google Scholar Articles by Hong, L. J. Articles by Nelson, B. L. Search for Related Content

Discrete Optimization via Simulation Using COMPASS

Department of Industrial Engineering and Logistics Management, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong, China
Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208-3119
hongl{at}ust.hk
nelsonb{at}northwestern.edu

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.

Subject classifications: simulation; design of experiments; optimization via simulation; programming; stochastic; adaptive random search.
History: Received January 2004; revision received June 2004; revision received October 2004; accepted October 2004.

This article has been cited by other articles:

				T. Yoo, H. Cho, and E. Yucesan Web Services-Based Parallel Replicated Discrete Event Simulation for Large-Scale Simulation Optimization SIMULATION, July 1, 2009; 85(7): 461 - 475. [Abstract] [PDF]

				S. Andradottir and A. A. Prudius Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization INFORMS Journal on Computing, April 1, 2009; 21(2): 193 - 208. [Abstract] [PDF]

				A. Garcia, S. D. Patek, and K. Sinha A Decentralized Approach to Discrete Optimization via Simulation: Application to Network Flow Operations Research, July 1, 2007; 55(4): 717 - 732. [Abstract] [PDF]