A Review of Random Search Methods

Sigrún Andradóttir ()
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Sigrún Andradóttir: Georgia Institute of Technology

Chapter Chapter 10 in Handbook of Simulation Optimization, 2015, pp 277-292 from Springer

Abstract: Abstract This chapter provides a brief review of random search methods for simulation optimization. We start by describing the structure of random search when system performance is estimated via simulation. Next, we discuss methods for solving simulation optimization problems with discrete decision variables and one (stochastic) performance measure, with emphasis on simulated annealing. Finally, we expand our scope to address simulation optimization problems with continuous decision variables and/or multiple (stochastic) performance measures.

Keywords: Simulated Annealing; Candidate Solution; Random Search; Simulated Annealing Algorithm; Simulation Optimization (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4939-1384-8_10

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DOI: 10.1007/978-1-4939-1384-8_10

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