ADALINE-d

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About the Algorithm

ADALINE_d is an adaptive sampling local search algorithm that solves simulation optimization problems on integer-ordered spaces. The efficiency of ADALINE_d stems from its use of adaptive sampling where sample sizes for determining a descent direction are chosen "on the fly," based on measures of proximity to a local minimum. ADALINE_d converges to a local minimum with probability one under certain structural conditions on the objective function and other mild conditions on the simulation estimator.

Reported Results
  • None
Comments
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References

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