A modified quasi-Newton method for optim
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Chiang Kao; Wheyming Tina Song; Shih-Pin Chen
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Article
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1997
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John Wiley and Sons
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English
β 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