Regular Tree Search for Simulation Optimization
- URL: http://arxiv.org/abs/2506.17696v1
- Date: Sat, 21 Jun 2025 12:07:01 GMT
- Title: Regular Tree Search for Simulation Optimization
- Authors: Du-Yi Wang, Guo Liang, Guangwu Liu, Kun Zhang,
- Abstract summary: We propose a class of random algorithms, called Regular Tree Search, which integrates adaptive sampling with partitioning the search space.<n>We prove global convergence under sub-Gaussian noise, based on assumptions involving the optimality gap, without requiring continuity of the objective function.
- Score: 5.54189661879098
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which integrates adaptive sampling with recursive partitioning of the search space. The algorithm concentrates simulations on increasingly promising regions by iteratively refining a tree structure. A tree search strategy guides sampling decisions, while partitioning is triggered when the number of samples in a leaf node exceeds a threshold that depends on its depth. Furthermore, a specific tree search strategy, Upper Confidence Bounds applied to Trees (UCT), is employed in the Regular Tree Search. We prove global convergence under sub-Gaussian noise, based on assumptions involving the optimality gap, without requiring continuity of the objective function. Numerical experiments confirm that the algorithm reliably identifies the global optimum and provides accurate estimates of its objective value.
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