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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 27 (1990), S. 175-212 
    ISSN: 1572-9338
    Keywords: Monte Carlo optimization ; optimization in simulation ; sample path analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We present a method for deriving theoptimal solution of a class of mathematical programming problems, associated with discrete-event systems and in particular with queueing models, while using asingle sample path (single simulation experiment) from the underlying process. Our method, called thescore function method, is based on probability measure transformation derived from the efficient score process and generating statistical counterparts to the conventional deterministic optimization procedures (e.g. Lagrange multipliers, penalty functions, etc.). Applications of our method to optimization of various discrete-event systems are presented, and numerical results are given.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 51 (1986), S. 321-343 
    ISSN: 1573-2878
    Keywords: Coverage problems ; convex hulls ; Monte Carlo optimization ; nonconvex programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The problem of the coverage of convex regions with polygons and quadratic configurations of minimal volume is considered. The regions are presented as inequality constraints of a linear or nonlinear programming problem. It is shown that the problem of the optimal coverage with an arbitrary polygon can be reduced to a convex one of coverage with a multidimensional rectangle. If, however, rotation of the coordinate system is allowed, an additional nonconvex problem must be solved. It is also shown that, to find the minimal covering hypersphere or hyperellipsoid, one has to solve two convex programming problems. Algorithms and examples illustrating the feasibility of the proposed methods are presented.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
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