Speeding up COMPASS for high-dimensional discrete optimization via simulation

  title={Speeding up COMPASS for high-dimensional discrete optimization via simulation},
  author={L. Jeff Hong and Barry L. Nelson and Jie Xu},
  journal={Oper. Res. Lett.},
The convergent optimization via most promising area stochastic search (COMPASS) algorithm is a locally convergent randomsearch algorithm for solving discrete optimization via simulation problems. COMPASS has drawn a significant amount of attention since its introduction. While the asymptotic convergence of COMPASS does not depend on the problem dimension, the finite-time performance of the algorithm often deteriorates as the dimension increases. In this paper, we investigate the reasons for… CONTINUE READING


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