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Stochastic approximation algorithms for constrained optimization via simulation
Shalabh Bhatnagar, N. Hemachandra, Vivek Kumar Mishra
Article No.: 15
We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the...
An analysis of a variation of hit-and-run for uniform sampling from general regions
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky
Article No.: 16
Hit-and-run, a class of MCMC samplers that converges to general multivariate distributions, is known to be unique in its ability to mix fast for uniform distributions over convex bodies. In particular, its rate of convergence to a uniform...
A dynamic sort-based DDM matching algorithm for HLA applications
Ke Pan, Stephen John Turner, Wentong Cai, Zengxiang Li
Article No.: 17
Simulation is a low-cost and safe alternative to solve complex problems in various areas. To promote reuse and interoperability of simulation applications and link geographically dispersed simulation components, distributed simulation was...
An analysis of queuing network simulation using GPU-based hardware acceleration
Hyungwook Park, Paul A. Fishwick
Article No.: 18
Queuing networks are used widely in computer simulation studies. Examples of queuing networks can be found in areas such as the supply chains, manufacturing work flow, and internet routing. If the networks are fairly small in size and complexity,...
The stochastic root-finding problem: Overview, solutions, and open questions
Raghu Pasupathy, Sujin Kim
Article No.: 19
The stochastic root-finding problem (SRFP) is that of finding the zero(s) of a vector function, that is, solving a nonlinear system of equations when the function is expressed implicitly through a stochastic simulation. SRFPs are equivalently...
Modeling and simulation of pedestrian behaviors in crowded places
Wee Lit Koh, Suiping Zhou
Article No.: 20
Pedestrian simulation has many applications in computer games, military simulations, and animation systems. A realistic pedestrian simulation requires a realistic pedestrian behavioral model that takes into account the various behavioral aspects...
SubsetTrio: An evolutionary, geometric, and statistical benchmark subsetting framework
Zhanpeng Jin, Allen C. Cheng
Article No.: 21
Motivated by excessively high benchmarking efforts caused by a rapidly expanding design space, increasing system complexity, and prevailing practices based on ad-hoc and subjective schemes, this article seeks to enhance architecture exploration...