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Subject
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Algorithm 1 Algorithmus 1 Estimation theory 1 Gradient estimators 1 Harmonic analysis 1 Initial transient 1 Mathematical programming 1 Mathematische Optimierung 1 Schätztheorie 1 Simulation 1 Steady-state simulation 1 biased gradient estimators 1 discrete convex functions 1 discrete optimization via simulation 1 sequential simulation-optimization algorithms 1 simulation costs 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Jacobson, Sheldon H. 1 Lavaei, Javad 1 Zhang, Haixiang 1 Zheng, Zeyu 1
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Mathematics and Computers in Simulation (MATCOM) 1 Operations research 1
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ECONIS (ZBW) 1 RePEc 1
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Gradient-based algorithms for convex discrete optimization via simulation
Zhang, Haixiang; Zheng, Zeyu; Lavaei, Javad - In: Operations research 71 (2023) 5, pp. 1815-1834
Persistent link: https://www.econbiz.de/10014393279
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The effect of initial transient on the steady-state simulation harmonic analysis gradient estimators
Jacobson, Sheldon H. - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 2, pp. 209-221
difficult problem. In this paper, the initial transient effect is measured for harmonic analysis gradient estimators. A … comparison with finite differences gradient estimators is provided as a base case. Four additive forms are used to model the … gradient estimators and the finite differences gradient estimators. In particular, guidelines are given that indicate when each …
Persistent link: https://www.econbiz.de/10010870108
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