"Las Vegas" technique.


This search procedure estimates the distribution of the local optima by plotting the estimated z(p)  for each local search against its corresponding search number. Those local searches that produce a response greater than any previous response are then identified and a curve is fitted to the data. This curve is then used to project the "estimated incremental" response that will be achieved by one more search. The search continues until the value of the estimated improvement in the search is less than the cost of completing one additional search.


It should be noted that a well designed experiment requires a sufficient number of replications so that the average response can be treated as a deterministic number for search comparisons. Otherwise, since replications are expensive, it becomes necessary to effectively utilise the number of simulation runs. Although each simulation is at a different setting of the controllable variables, one can use smoothing techniques such as exponential smoothing to reduce the required number of replications.