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Simulation-Based EDAs for Stochastic Programming Problems

Research Authors
Abdel-Rahman Hedar, Amira A Allam, Alaa E Abdel-Hakim
Research Date
Research Department
Research Journal
Computation
Research Publisher
Multidisciplinary Digital Publishing Institute
Research Vol
8
Research Website
https://www.mdpi.com/2079-3197/8/1/18
Research Year
2020
Research_Pages
18
Research Abstract

With the rapid growth of simulation software packages, generating practical tools for simulation-based optimization has attracted a lot of interest over the last decades. In this paper, a modified method of Estimation of Distribution Algorithms (EDAs) is constructed by a combination with variable-sample techniques to deal with simulation-based optimization problems. Moreover, a new variable-sample technique is introduced to support the search process whenever the sample sizes are small, especially in the beginning of the search process. The proposed method shows efficient results by simulating several numerical experiments.