In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a select...
Increasing effects of fabrication variability have inspired a growing interest in statistical techniques for design optimization. In this work, we propose a Monte-Carlo driven sto...
The algorithmic framework developed for improving heuristic solutions of the new version of deterministic TSP [Choi et al., 2002] is extended to the stochastic case. To verify the...
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
The problem of global solution of Fredholm integral equations is studied. This means that one seeks to approximate the full solution function (as opposed to the local problem, whe...