There is growing number of - search activities to achieve this goal. This book results from my work done on simulation based optimization problems at the Department of Mathematics, University of Trier, and reported in my postd- toral thesis (¿Habilitationsschrift¿) accepted by the Faculty-IV of this University in 2008. The focus of the work has been to develop mathematical methods and - gorithms which lead to ef?cient and high performance computational techniques to solve such optimization problems in real-life applications. Systematic development of the methods and algorithms are presented here. Practical aspects of implemen- tions are discussed at each level as the complexity of the problems increase, suppo- ing with enough number of computational examples.