2021 Fall: Simulation Optimization
Image credit: Operations Research, 62:1416-1438
Reading Paper List:
Slides:
- 0927RobbinsMonro
- 0927Wolfowitz
- 10112SPSA
- 1011AC-SA
- 1025MirrorDescent
- 1025Technical note
- 1108SDO
- 1101Adam
- 1108Nelder-Mead
- 1115SCA
- 1115SimulatedAnnealing
- 1122AHA
- 1122COMPASS
- 1129BEESE
- 1129GPS
- 1206SOAS
- 1213STRONG
- 1213VNSPO
- 1220SPAS
- 1220MRAS
- 1227BO
- 0105GaussMarkovOptSimSlides
- 0105GlobalSOwithLowDispersionPointSets