mainIteration

protected open override fun mainIteration()(source)

This function represents Algorithm 1: R-SPLINE in the paper:

H. Wang, R. Pasupathy, and B. W. Schmeiser, “Integer-Ordered Simulation Optimization using R-SPLINE: Retrospective Search with Piecewise-Linear Interpolation and Neighborhood Enumeration,” ACM Transactions on Modeling and Computer Simulation (TOMACS), vol. 23, no. 3, pp. 17–24, July 2013, doi: 10.1145/2499913.2499916.

The current sample rSPLINESampleSize size upon initialization is the initial sample size of the replication schedule (m_k). The current spline call limit (b_k) is determined by the property splineCallLimit. If the kth sample path problem beats the previous sample path problem, then the current solution is updated. The initial solution is determined randomly when the solver is initialized.