• Corpus ID: 218869891

Reactive Sample Size for Heuristic Search in Simulation-based Optimization

@article{Dalcastagne2020ReactiveSS,
  title={Reactive Sample Size for Heuristic Search in Simulation-based Optimization},
  author={Manuel Dalcastagn'e and Andrea Mariello and Roberto Battiti},
  journal={ArXiv},
  year={2020},
  volume={abs/2005.12141}
}
In simulation-based optimization, the optimal setting of the input parameters of the objective function can be determined by heuristic optimization techniques. However, when simulators model the stochasticity of real-world problems, their output is a random variable and multiple evaluations of the objective function are necessary to properly compare the expected performance of different parameter settings. This paper presents a novel reactive sample size algorithm based on parametric tests and… 
1 Citations

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