Comparing the finite-time performance of simulation-optimization algorithms

Comparing the finite-time performance of simulation-optimization algorithms. Dong, N. A., Eckman, D. J., Poloczek, M., Zhao, X., & Henderson, S. G. In Chan, W. K. V., D'Ambrogio, A., Zacharewicz, G., Mustafee, N., Wainer, G., & Page, E., editors, Proceedings of the 2017 Winter Simulation Conference, pages 2206–2217, Piscataway NJ, 2017. IEEE.

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We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if the observed performance of the algorithms can be explained by properties of the problems, e.g., the number of decision variables, the topology of the objective function, or the magnitude of the simulation error.

@inproceedings{donetal17,
	abstract = {We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if the observed performance of the algorithms can be explained by properties of the problems, e.g., the number of decision variables, the topology of the objective function, or the magnitude of the simulation error. 
},
	address = {Piscataway {NJ}},
	author = {Naijia Anna Dong and David J. Eckman and Matthias Poloczek and Xueqi Zhao and Shane G. Henderson},
	booktitle = {Proceedings of the 2017 Winter Simulation Conference},
	date-added = {2017-05-23 12:00:47 +0000},
	date-modified = {2018-05-04 15:31:59 +0000},
	editor = {W. K. V. Chan and A. D'Ambrogio and G. Zacharewicz and N. Mustafee and G. Wainer and E. Page},
	organization = {IEEE},
	pages = {2206--2217},
	title = {Comparing the finite-time performance of simulation-optimization algorithms},
	url_arxiv = {http://arxiv.org/abs/1705.07825},
	year = {2017}}

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