@inproceedings{c759ce5d13e946519c0b113ceea4d3bf,
title = "Simulation optimization via promising region search and surrogate model approximation",
abstract = "We propose a random search algorithm for solving simulation optimization problems with continuous decision variables. The algorithm combines ideas from promising area search, shrinking ball methods, and surrogate model optimization. We discuss the local convergence property of the algorithm and provide numerical examples to illustrate its performance.",
author = "Qi Fan and Jiaqiao Hu",
note = "Publisher Copyright: {\textcopyright} 2016 IEEE.; 2016 Winter Simulation Conference, WSC 2016 ; Conference date: 11-12-2016 Through 14-12-2016",
year = "2016",
month = jul,
day = "2",
doi = "10.1109/WSC.2016.7822129",
language = "English",
series = "Proceedings - Winter Simulation Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "649--658",
editor = "Roeder, \{Theresa M.\} and Frazier, \{Peter I.\} and Robert Szechtman and Enlu Zhou",
booktitle = "2016 Winter Simulation Conference",
}