Evaluating Solvers for Linearly Constrained Simulation Optimization. Boonsiriphatthanajaroen, N., He, R., Liu, L., Ye, T., & Henderson, S. G. In Lam, H., Azar, E., Batur, D., Gao, S., Xie, W., Hunter, S., & Rossetti, M. D., editors, Proceedings of the 2024 Winter Simulation Conference, pages 3482-3493, Piscataway, New Jersey, 2024. IEEE.
Evaluating Solvers for Linearly Constrained Simulation Optimization [pdf]Paper  abstract   bibtex   
Linearly constrained simulation optimization problems are those that include deterministic linear constraints in addition to an objective function that can only be evaluated through simulation. We provide several solvers for linearly constrained simulation optimization that all rely on gradient estimates of the objective function. We compare these solvers on random instances of 4 test problems from SimOpt.

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