James M. Calvin

Optim. Lett., 2022

2021

A DIRECT-type global optimization algorithm for image registration.

[BibT_eX]

[DOI]

Cuicui Zheng

Craig Gotsman

J. Glob. Optim., 2021

2020

On efficiency of a single variable bi-objective optimization algorithm.

[BibT_eX]

[DOI]

Optim. Lett., 2020

2019

Bi-objective decision making in global optimization based on statistical models.

[BibT_eX]

[DOI]

J. Glob. Optim., 2019

Using Simulation to Approximate the Minimum Cost of a Finite Set of Alternatives.

[BibT_eX]

[DOI]

Cuicui Zheng

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

On convergence rate of a rectangular partition based global optimization algorithm.

[BibT_eX]

[DOI]

J. Glob. Optim., 2018

2017

Adaptive approximation of the minimum of Brownian motion.

[BibT_eX]

[DOI]

Mario Hefter

André Herzwurm

J. Complex., 2017

2016

Probability Models in Global Optimization.

[BibT_eX]

[DOI]

Informatica, 2016

On the Asymptotic Tractability of Global Optimization.

[BibT_eX]

[DOI]

Proceedings of the Advances in Stochastic and Deterministic Global Optimization., 2016

2015

Resampled Regenerative Estimators.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2015

2014

On a Global Optimization Algorithm for Bivariate Smooth Functions.

[BibT_eX]

[DOI]

J. Optim. Theory Appl., 2014

2013

Confidence intervals for quantiles with standardized time series.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012

An Adaptive Univariate Global Optimization Algorithm and Its Convergence Rate for Twice Continuously Differentiable Functions.

[BibT_eX]

[DOI]

Yvonne Chen

J. Optim. Theory Appl., 2012

2011

A lower bound on complexity of optimization under the r-fold integrated Wiener measure.

[BibT_eX]

[DOI]

J. Complex., 2011

An Adaptive Univariate Global Optimization Algorithm and Its Convergence Rate under the Wiener Measure.

[BibT_eX]

[DOI]

Informatica, 2011

2010

Randomized algorithm for global optimization with bounded memory.

[BibT_eX]

[DOI]

Math. Comput. Simul., 2010

A lower bound on convergence rates of nonadaptive algorithms for univariate optimization with noise.

[BibT_eX]

[DOI]

J. Glob. Optim., 2010

2009

Adaptive Global Search.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Simulation output analysis using integrated paths II: Low bias estimators.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2009

2007

Simulation output analysis using integrated paths.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2007

A lower bound on complexity of optimization on the Wiener space.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2007

Low bias integrated path estimators.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2007

2006

The semi-regenerative method of simulation output analysis.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2006

Permuted Standardized Time Series for Steady-State Simulations.

[BibT_eX]

[DOI]

Math. Oper. Res., 2006

Experimental evaluation of integrated path estimators.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference WSC 2006, 2006

2005

Approximate Implementations of Pure Random Search in the Presence of Noise.

[BibT_eX]

[DOI]

David L. J. Alexander

J. Glob. Optim., 2005

2004

Lower bound on complexity of optimization of continuous functions.

[BibT_eX]

[DOI]

J. Complex., 2004

Permuted derivative and importance-sampling estimators for regenerative simulations.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2004

Permuted Weighted Area Estimators.

[BibT_eX]

[DOI]

Proceedings of the 36th conference on Winter simulation, 2004

Simulation Output Analysis Based on Excursions.

[BibT_eX]

[DOI]

Proceedings of the 36th conference on Winter simulation, 2004

2003

Average-case analysis of a greedy algorithm for the 0/1 knapsack problem.

[BibT_eX]

[DOI]

Joseph Y.-T. Leung

Oper. Res. Lett., 2003

2002

Output analysis: a comparison of output-analysis methods for simulations of processes with multiple regeneration sequences.

[BibT_eX]

[DOI]

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001

On Convergence of a P-Algorithm Based on a Statistical Model of Continuously Differentiable Functions.

[BibT_eX]

[DOI]

J. Glob. Optim., 2001

A One-Dimensional Optimization Algorithm and Its Convergence Rate under the Wiener Measure.

[BibT_eX]

[DOI]

J. Complex., 2001

Improving standardized time series methods by permuting path segments.

[BibT_eX]

[DOI]

Proceedings of the 33nd conference on Winter simulation, 2001

Steady state simulation analysis: importance sampling using the semi-regenerative method.

[BibT_eX]

[DOI]

Proceedings of the 33nd conference on Winter simulation, 2001

Efficient simulation for discrete path-dependent option pricing.

[BibT_eX]

[DOI]

Proceedings of the 33nd conference on Winter simulation, 2001

2000

Central Limit Theorems for Permuted Regenerative Estimators.

[BibT_eX]

[DOI]

Oper. Res., 2000

1999

Comparison of One-dimensional Composite and Non-composite Passive Algorithms.

[BibT_eX]

[DOI]

Hisham A. Al-Mharmah

J. Glob. Optim., 1999

On the small-sample optimality of multiple-regeneration estimators.

[BibT_eX]

[DOI]

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Polynomial acceleration of Monte-Carlo global search.

[BibT_eX]

[DOI]

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998

Using Permutations in Regenerative Simulations to Reduce Variance.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 1998

Exploiting Multiple Regeneration Sequences in Simulation Output Analysis.

[BibT_eX]

[DOI]

Proceedings of the 30th conference on Winter simulation, 1998

1997

A New Variance-Reduction Technique for Regenerative Simulations of Markov Chains.

[BibT_eX]

[DOI]

Proceedings of the 29th conference on Winter simulation, 1997

Comparison of Monte Carlo and Deterministic Methods for Non-Adaptive Optimization.

[BibT_eX]

[DOI]

Hisham A. Al-Mharmah

Proceedings of the 29th conference on Winter simulation, 1997

1996

Optimal random non-adaptive algorithm for global optimization of Brownian motion.

[BibT_eX]

[DOI]

Hisham A. Al-Mharmah

J. Glob. Optim., 1996

A Probabilistic Analysis of Two-Machine Flowshops.

[BibT_eX]

[DOI]

Amar Ramudhin

John J. Bartholdi III

John H. Vande Vate

Gideon Weiss

Oper. Res., 1996

1994

Return-State Independent Quantities in Regenerative Simulation.

[BibT_eX]

[DOI]

Oper. Res., 1994

Average performance of Monte Carlo and Quasi-Monte Carlo methods for global optimization.

[BibT_eX]

[DOI]

Proceedings of the 26th conference on Winter simulation, 1994

Increasing the frequency of regeneration for Markov processes.

[BibT_eX]

[DOI]

Sigrún Andradóttir

Proceedings of the 26th conference on Winter simulation, 1994

1993

Consistency of a myopic Bayesian algorithm for one-dimensional global optimization.

[BibT_eX]

[DOI]

J. Glob. Optim., 1993

The Simnet Virtual World Architecture.

[BibT_eX]

[DOI]

Proceedings of the IEEE Virtual Reality Annual International Symposium, 1993

1988

Covariance of regenerative mean and variance estimators for Markov chains.

[BibT_eX]

[DOI]