Journal
OPERATIONS RESEARCH
Volume 54, Issue 1, Pages 115-129Publisher
INFORMS
DOI: 10.1287/opre.1050.0237
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We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and partially constrained or unconstrained problems under mild conditions.
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