Andrei A. Prudius

Learn More
We present two new variants of the simulated annealing algorithm (with a decreasing cooling schedule) that are designed for solving discrete simulation optimization problems. We also provide conditions under which our methods converge almost surely to the set of global optimal solutions, discuss the implications of our results for both transient and(More)
We present a new random search method for solving simulation optimization problems. Our approach emphasizes the need for maintaining the right balance between exploration and exploitation during various stages of the search. Exploration represents global search for promising solutions within the entire feasible region, while exploitation involves local(More)
  • 1