Showing math.OCShow all
3 papers · 1 filter
math.OC2025
Non-linear Multi-objective Optimization with Probabilistic Branch and Bound
Hao Huang, Zelda B. Zabinsky
A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating t…
math.OC2025
Branching Adaptive Surrogate Search Optimization (BASSO)
Pariyakorn Maneekul, Zelda B. Zabinsky, Giulia Pedrielli
Global optimization of black-box functions is challenging in high dimensions. We introduce a conceptual adaptive random search framework, Branching Adaptive Surrogate Search Optimi…
math.OC2024
A Stochastic Record-Value Approach to Global Simulation Optimization
Rohan Rele, Zelda Zabinsky, Giulia Pedrielli +1
Black-box optimization is ubiquitous in machine learning, operations research and engineering simulation. Black-box optimization algorithms typically do not assume structural infor…