Genetic-algorithm-based simulation optimization considering a single stochastic constraint
We derive two new GA-based algorithms for the constrained DOvS problem. The first one offers global convergence as the sampling effort goes to infinity. The second heuristic algorithm can take advantage of the desirable mechanics of GA. The second algorithm is better able to find near-optimal solutions in finite time. An empirical study is performed to compare the performance of these algorithms.
simulation metaheuristics genetic algorithm simulation-based optimization feasibility determination