A testbed of simulation-optimization problems and solvers written in Python. Users can experiment with a host of simulation models and optimization algorithms.
Available in the simopt GitHub repository and as a Python package (named simoptlib) on PyPI.
A Python implementation of the mrg32k3a random number generator, extended to include streams, substream, and subsubstreams.
Available in the mrg32k3a GitHub repository and as a Python package (named mrg32k3a) on PyPI.
Code from Papers
A GitHub repository named plausible-screening.
Posterior Stopping Rules for Bayesian Ranking & Selection
A GitHub repository named posterior-stopping-rules.
Ranking and Selection after Search
A GitHub repository named RS_after_Search.