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arXiv · 1705.07825

Comparing the Finite-Time Performance of Simulation-Optimization Algorithms

Naijia Dong·David J. Eckman·Matthias Poloczek·Xueqi Zhao·Shane G. Henderson
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Abstract

We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if the observed performance of the algorithms can be explained by properties of the problems, e.g., the number of decision variables, the topology of the objective function, or the magnitude of the simulation error.

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Naijia Dong, David J. Eckman, Matthias Poloczek, Xueqi Zhao, Shane G. Henderson. 2017-05-22. Comparing the Finite-Time Performance of Simulation-Optimization Algorithms. https://arxiv.org/abs/1705.07825

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