This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
Necessary first-order sequential optimality conditions provide adequate theoretical tools to justify stopping criteria for nonlinear programming solvers. These conditions are sati...
Abstract. In this paper, we consider a nonlinear optimization problem with inequality constraints. The paper addresses the degenerate case when the active constraint gradients are ...