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INFORMS
2000
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INFORMS 2000
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A Revised Simplex Search Procedure for Stochastic Simulation Response Surface Optimization
13 years 8 months ago
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www.informs-sim.org
We develop a variant of the Nelder-Mead (NM) simplex search procedure for stochastic simulation optimization that is designed to avoid many of the weaknesses encumbering such dire...
David G. Humphrey, James R. Wilson
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