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A Modified Quasi-Newton Method for Optimization in Simulation

✍ Scribed by C. Kao; W.T. Song; S-P. Chen


Book ID
111205598
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
664 KB
Volume
4
Category
Article
ISSN
0969-6016

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A modified quasi-Newton method for optim
✍ Chiang Kao; Wheyming Tina Song; Shih-Pin Chen πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 753 KB

Optimization in Simulation is an important problem often encountered in system behavior investigation; however, the existing methods such as response surface methodology and stochastic approximation method are inefficient. This paper presents a modification of a quasi-Newton method, in which the par