{"id":"https://openalex.org/W4254049438","doi":"https://doi.org/10.1109/wsc.2014.7019875","title":"Simulation optimization: A tutorial overview and recent developments in gradient-based methods","display_name":"Simulation optimization: A tutorial overview and recent developments in gradient-based methods","publication_year":2014,"publication_date":"2014-12-01","ids":{"openalex":"https://openalex.org/W4254049438","doi":"https://doi.org/10.1109/wsc.2014.7019875"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2014.7019875","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2014.7019875","pdf_url":null,"source":{"id":"https://openalex.org/S4363608779","display_name":"Proceedings of the Winter Simulation Conference 2014","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Winter Simulation Conference 2014","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5034996813","display_name":"Marie Chau","orcid":"https://orcid.org/0000-0002-2341-1342"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Marie Chau","raw_affiliation_strings":["Department of Mathematics, University of Maryland College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Maryland College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000889975","display_name":"Michael C. Fu","orcid":"https://orcid.org/0000-0003-2105-4932"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael C. Fu","raw_affiliation_strings":["Department of Mathematics, University of Maryland College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Maryland College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5009498321","display_name":"Huashuai Qu","orcid":null},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Huashuai Qu","raw_affiliation_strings":["Robert H. Smith School of Business, University of Maryland College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business, University of Maryland College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044367354","display_name":"Ilya O. Ryzhov","orcid":"https://orcid.org/0000-0002-4191-084X"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ilya O. Ryzhov","raw_affiliation_strings":["Robert H. Smith School of Business, University of Maryland College Park, MD, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business, University of Maryland College Park, MD, USA","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I66946132"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":45,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"21","last_page":"35"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11159","display_name":"Manufacturing Process and Optimization","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7257443070411682},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.6366670727729797},{"id":"https://openalex.org/keywords/bayesian-optimization","display_name":"Bayesian optimization","score":0.6013919115066528},{"id":"https://openalex.org/keywords/ranking","display_name":"Ranking (information retrieval)","score":0.5875638723373413},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5286762118339539},{"id":"https://openalex.org/keywords/stochastic-approximation","display_name":"Stochastic approximation","score":0.49112412333488464},{"id":"https://openalex.org/keywords/stochastic-simulation","display_name":"Stochastic simulation","score":0.4787004292011261},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.4490460157394409},{"id":"https://openalex.org/keywords/simple","display_name":"Simple (philosophy)","score":0.4436778724193573},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.4311039447784424},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.27392345666885376},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.24296733736991882},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15196117758750916},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08648529648780823}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7257443070411682},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.6366670727729797},{"id":"https://openalex.org/C2778049539","wikidata":"https://www.wikidata.org/wiki/Q17002908","display_name":"Bayesian optimization","level":2,"score":0.6013919115066528},{"id":"https://openalex.org/C189430467","wikidata":"https://www.wikidata.org/wiki/Q7293293","display_name":"Ranking (information retrieval)","level":2,"score":0.5875638723373413},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5286762118339539},{"id":"https://openalex.org/C55479107","wikidata":"https://www.wikidata.org/wiki/Q97663916","display_name":"Stochastic approximation","level":3,"score":0.49112412333488464},{"id":"https://openalex.org/C25915931","wikidata":"https://www.wikidata.org/wiki/Q4180825","display_name":"Stochastic simulation","level":2,"score":0.4787004292011261},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.4490460157394409},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.4436778724193573},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4311039447784424},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.27392345666885376},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.24296733736991882},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15196117758750916},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08648529648780823},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/wsc.2014.7019875","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2014.7019875","pdf_url":null,"source":{"id":"https://openalex.org/S4363608779","display_name":"Proceedings of the Winter Simulation Conference 2014","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the Winter Simulation Conference 2014","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.6299999952316284,"display_name":"Climate action","id":"https://metadata.un.org/sdg/13"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":71,"referenced_works":["https://openalex.org/W105267264","https://openalex.org/W244729741","https://openalex.org/W306289341","https://openalex.org/W315176923","https://openalex.org/W334209797","https://openalex.org/W360039025","https://openalex.org/W395635632","https://openalex.org/W600148761","https://openalex.org/W1490010216","https://openalex.org/W1492655370","https://openalex.org/W1499021337","https://openalex.org/W1531010729","https://openalex.org/W1536615069","https://openalex.org/W1558516341","https://openalex.org/W1825688215","https://openalex.org/W1832379062","https://openalex.org/W1964187450","https://openalex.org/W1964350656","https://openalex.org/W1965288387","https://openalex.org/W1977764678","https://openalex.org/W1994616650","https://openalex.org/W1996235804","https://openalex.org/W1998147290","https://openalex.org/W2009797711","https://openalex.org/W2027073833","https://openalex.org/W2037728958","https://openalex.org/W2052514130","https://openalex.org/W2065233986","https://openalex.org/W2078594829","https://openalex.org/W2086161653","https://openalex.org/W2089425220","https://openalex.org/W2100851059","https://openalex.org/W2103438028","https://openalex.org/W2108353709","https://openalex.org/W2122203560","https://openalex.org/W2122470810","https://openalex.org/W2124289529","https://openalex.org/W2127306098","https://openalex.org/W2128384636","https://openalex.org/W2138016587","https://openalex.org/W2141771453","https://openalex.org/W2148121522","https://openalex.org/W2155927283","https://openalex.org/W2163286960","https://openalex.org/W2499226730","https://openalex.org/W3125618903","https://openalex.org/W3145648774","https://openalex.org/W3147226857","https://openalex.org/W3150554959","https://openalex.org/W4212920552","https://openalex.org/W4230092112","https://openalex.org/W4231281053","https://openalex.org/W4232892194","https://openalex.org/W4234706367","https://openalex.org/W4234925047","https://openalex.org/W4237029372","https://openalex.org/W4242186041","https://openalex.org/W4245031556","https://openalex.org/W4245448682","https://openalex.org/W4245839224","https://openalex.org/W6609255020","https://openalex.org/W6610822322","https://openalex.org/W6610872688","https://openalex.org/W6611439693","https://openalex.org/W6612259918","https://openalex.org/W6613462112","https://openalex.org/W6638549324","https://openalex.org/W6638569851","https://openalex.org/W6650010849","https://openalex.org/W6679403074","https://openalex.org/W6827203076"],"related_works":["https://openalex.org/W2124181538","https://openalex.org/W2158873045","https://openalex.org/W3207830353","https://openalex.org/W4286899070","https://openalex.org/W4323366756","https://openalex.org/W2989144681","https://openalex.org/W2734989445","https://openalex.org/W2403770454","https://openalex.org/W4285259204","https://openalex.org/W2950103693"],"abstract_inverted_index":{"We":[0,83,107],"provide":[1,51],"a":[2,110],"tutorial":[3],"overview":[4],"of":[5,28,54,56,64,92,100,113],"simulation":[6,93,105,115],"optimization":[7,116],"methods,":[8],"including":[9],"statistical":[10],"ranking":[11],"&":[12],"selection":[13],"(R&S)":[14],"methods":[15],"such":[16],"as":[17,59,61],"indifference-zone":[18],"procedures,":[19],"optimal":[20],"computing":[21],"budget":[22],"allocation":[23],"(OCBA),":[24],"and":[25,43,67,97],"Bayesian":[26],"value":[27],"information":[29],"(VIP)":[30],"approaches;":[31],"random":[32],"search":[33],"methods;":[34],"sample":[35],"average":[36],"approximation":[37,45,96],"(SAA);":[38],"response":[39],"surface":[40],"methodology":[41],"(RSM);":[42],"stochastic":[44,95,102],"(SA).":[46],"In":[47],"this":[48],"paper,":[49],"we":[50],"high-level":[52],"descriptions":[53],"each":[55],"the":[57,77,81,98],"approaches,":[58],"well":[60],"some":[62,86],"comparisons":[63],"their":[65],"characteristics":[66],"relative":[68],"strengths;":[69],"simple":[70],"examples":[71],"will":[72],"be":[73],"used":[74],"to":[75],"illustrate":[76],"different":[78],"approaches":[79],"in":[80,89],"talk.":[82],"then":[84],"describe":[85],"recent":[87],"research":[88],"two":[90],"areas":[91],"optimization:":[94],"use":[99],"direct":[101],"gradients":[103],"for":[104],"metamodels.":[106],"conclude":[108],"with":[109],"brief":[111],"discussion":[112],"available":[114],"software.":[117]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
