Rapid Screening Considering a Single Stochastic Constraint

• Main Authors: TseYang, 楊策
• Other Authors: Shing-Chih Tsai
• Format: Others
• Language: zh-TW
• Published: 2015
• Online Access: http://ndltd.ncl.edu.tw/handle/42309802631293023825

碩士 === 國立成功大學 === 工業與資訊管理學系 === 103 === Some existing simulation optimization algorithms become pure random search methods and thus are ineffective for the problem of zero-one optimization via simulation. In this paper, we present a highly efficient rapid screening procedure for solving the problem of zero-one simulation optimization considering a single stochastic constraint. Three algorithms adopting different mechanisms and providing different statistical guarantees are described, and empirical studies are performed to compare the efficiency of each algorithm and other existing processes.