Simulation-based optimization: Difference between revisions

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== Simulation-based optimization methods ==

Simulation-based optimization methods can be categorized into the following groups:<ref name=Fu>{{cite book|last=Fu|first=Michael, editor|title=Handbook of Simulation Optimization|publisher=Springer|year=2015|url=http://www.springer.com/us/book/9781493913831}}</ref><ref>Deng, G. (2007). ''Simulation-based optimization'' (Doctoral dissertation, UNIVERSITY OF WISCONSIN–MADISON).</ref>

* Response surface methodology (constructing surrogate model, to approximate the underlying function <math display="inline">f</math>)

* Heuristic methods (three most popular methods: [[genetic algorithm]]s, [[tabu search]], and [[simulated annealing]])