Software

Solver cgR-SPLINE

Solves stochastically constrained simulation optimization problems on integer spaces (Last updated: February 2017)

Co-developer and contibutor of the open-source Sim-Opt Library

of solvers and problems in simulation optimization. The library is now hosted here on GitHub. The old website is maintained here.

R-SPLINE

Wrote a C implementation of the R-SPLINE simulation optimization algorithm, later incorporated by SAS Inc. in their SAS-OR tool.