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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2403.15669 |
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| _version_ | 1866914726084083712 |
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| author | Fan, Weiwei Hong, L. Jeff Jiang, Guangxin Luo, Jun |
| author_facet | Fan, Weiwei Hong, L. Jeff Jiang, Guangxin Luo, Jun |
| contents | Large-scale simulation optimization (SO) problems encompass both large-scale ranking-and-selection problems and high-dimensional discrete or continuous SO problems, presenting significant challenges to existing SO theories and algorithms. This paper begins by providing illustrative examples that highlight the differences between large-scale SO problems and those of a more moderate scale. Subsequently, it reviews several widely employed techniques for addressing large-scale SO problems, such as divide and conquer, dimension reduction, and gradient-based algorithms. Additionally, the paper examines parallelization techniques leveraging widely accessible parallel computing environments to facilitate the resolution of large-scale SO problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_15669 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Review of Large-Scale Simulation Optimization Fan, Weiwei Hong, L. Jeff Jiang, Guangxin Luo, Jun Optimization and Control Large-scale simulation optimization (SO) problems encompass both large-scale ranking-and-selection problems and high-dimensional discrete or continuous SO problems, presenting significant challenges to existing SO theories and algorithms. This paper begins by providing illustrative examples that highlight the differences between large-scale SO problems and those of a more moderate scale. Subsequently, it reviews several widely employed techniques for addressing large-scale SO problems, such as divide and conquer, dimension reduction, and gradient-based algorithms. Additionally, the paper examines parallelization techniques leveraging widely accessible parallel computing environments to facilitate the resolution of large-scale SO problems. |
| title | Review of Large-Scale Simulation Optimization |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2403.15669 |