unreliable machines.We address the theoretical issues that arise when using sample-path optimization, a simulation …-based optimization method, to solve this problem.Sample-path optimization is a recent method to optimize performance functions of …-path optimization method converges almost surely when applied to the bu er allocation problem.Among the properties established …

simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts … Bifurcation. Then it discusses Kriging including Latin Hyper cube Sampling and sequential designs. It ends with optimization … robust optimization. …

into a new sequential derivative-free approach for solving unconstrained deterministic black-box optimization problems ….In this sequential derivative-free optimization approach local approximations of the underlying objective function are …

computing the L1- median are available. Problem speci c algorithms can be used, but also general optimization routines. The aim … based on the optimization routine NLM (non- linear minimization) clearly outperforms other approaches. Its low computation …