题目：Industrial Strength COMPASS: A Comprehensive Algorithm and Softwarefor Optimization via Simulation
主讲人：Xu Jie博士（George Mason University）
时间：2014年5月14日 下午6:40
地点：主楼409会议室
主讲人简介：
Professor Xu is an Assistant Professor with the Department of Systems Engineering & Operations Research at George Mason University. He received Ph.D. degree in Industrial Engineering & Management Sciences from Northwestern University in December 2009.His research focuses on stochastic simulation and optimization via simulation, revenue management, risk management, and computational intelligence. Prior to joining George Mason, Professor Xu was a Senior Analyst, Finance-Operations Research with United Ailrines, working on the R&D of revenue management, loyalty program, and market demand forecasting.
内容简介：
Industrial Strength COMPASS (ISC) is a particular implementation of a general framework for optimizing the expected value of a performance measure of a stochastic simulation with respect to integer-ordered decision variables in a finite (but typically large) feasible region defined by linear-integer constraints. The framework consists of a global-search phase, followed by a localsearch phase, and ending with a “clean-up” (selection of the best) phase. Each phase provides a probability 1 convergence guarantee as the simulation effort increases without bound: Convergence to a globally optimal solution in the global-search phase; convergence to a locally optimal solution in the local-search phase; and convergence to the best of a small number of good solutions in the clean-up phase.