Comparing the Finite-Time Performance of Simulation-Optimization Algorithms
Optimization and Control
2017-05-23 v1 Other Statistics
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.
Cite
@article{arxiv.1705.07825,
title = {Comparing the Finite-Time Performance of Simulation-Optimization Algorithms},
author = {Naijia Dong and David J. Eckman and Matthias Poloczek and Xueqi Zhao and Shane G. Henderson},
journal= {arXiv preprint arXiv:1705.07825},
year = {2017}
}
Comments
The source codes of benchmarks and algorithms are available at https://bitbucket.org/poloczek/finitetimesimopt