On the Use of Surrogate Functions for Mixed Variable Optimization of Simulated Systems
John E. Dunlap
Broschiertes Buch

On the Use of Surrogate Functions for Mixed Variable Optimization of Simulated Systems

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This research considers the efficient numerical solution of linearly constrained mixed variable programming (MVP) problems, inwhich the objective function is a black-box stochastic simulation, function evaluations may be computationally expensive, andderivative information is typically not available. MVP problems are those with a mixture of continuous, integer, and categoricalvariables, the latter of which may take on values only from a predefined list and may even be non-numeric. Mixed VariableGeneralized Pattern Search with Ranking and Selection (MGPS-RS) is the only existing, provably conve...