Automatic optimum-seeking program for digital simulation

Abstract

A modular computer program has been developed to assist in the task of seeking optimum solutions to problems being simulated on a digital computer. This ANS FORTRAN IV program may be interfaced with any FORTRAN simulation to monitor use of the statistical techniques of Response Surface MethodoZogy (RSM). The automated RSM program, which may be used for con strained or unconstrained optimum-seeking in conjunc tion with deterministic or Monte CarZo simulations, is now available to potential users. This paper out- Zines the theoretical basis of the program, describes its main computational aspects, and discusses its application.