Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization

Kuo-Hao Chang, L. Jeff Hong, Hong Wan. Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization. In Shane G. Henderson, Bahar Biller, Ming-Hua Hsieh, John Shortle, Jeffrey D. Tew, Russell R. Barton, editors, Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007. pages 346-354, WSC, 2007. [doi]

Abstract

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