Simulation optimization methodologies

Simulation models can be used as the objective function and/or constraint functions in optimizing stochastic complex systems. This tutorial is not meant to be an exhaustive literature search on simulation optimization techniques. It does not concentrate on explaining well-known general optimization and mathematical programming techniques either. Its emphasis is mostly on issues that are specific to simulation optimization. Even though a lot of effort has been spent to provide a reasonable overview of the field, still there are methods and techniques that have not been covered and valuable works that may not have been mentioned.

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