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Dynamic sample budget allocation in model-based optimization

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  • Jiaqiao Hu
  • Hyeong Chang
  • Michael Fu
  • Steven Marcus

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  • Jiaqiao Hu & Hyeong Chang & Michael Fu & Steven Marcus, 2011. "Dynamic sample budget allocation in model-based optimization," Journal of Global Optimization, Springer, vol. 50(4), pages 575-596, August.
    • Handle: RePEc:spr:jglopt:v:50:y:2011:i:4:p:575-596
    DOI: 10.1007/s10898-009-9490-3
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    References listed on IDEAS

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    1. Jiaqiao Hu & Michael C. Fu & Steven I. Marcus, 2007. "A Model Reference Adaptive Search Method for Global Optimization," Operations Research, INFORMS, vol. 55(3), pages 549-568, June.
    2. Rubinstein, Reuven Y., 1997. "Optimization of computer simulation models with rare events," European Journal of Operational Research, Elsevier, vol. 99(1), pages 89-112, May.
    3. Mark Zlochin & Mauro Birattari & Nicolas Meuleau & Marco Dorigo, 2004. "Model-Based Search for Combinatorial Optimization: A Critical Survey," Annals of Operations Research, Springer, vol. 131(1), pages 373-395, October.
    4. Krishna Chepuri & Tito Homem-de-Mello, 2005. "Solving the Vehicle Routing Problem with Stochastic Demands using the Cross-Entropy Method," Annals of Operations Research, Springer, vol. 134(1), pages 153-181, February.
    5. Fred Glover, 1990. "Tabu Search: A Tutorial," Interfaces, INFORMS, vol. 20(4), pages 74-94, August.
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    Cited by:

    1. Xi Chen & Enlu Zhou, 2015. "Population model-based optimization," Journal of Global Optimization, Springer, vol. 63(1), pages 125-148, September.

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