کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
491889 720998 2008 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Response surface methodology for constrained simulation optimization: An overview
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Response surface methodology for constrained simulation optimization: An overview
چکیده انگلیسی

This article summarizes ‘generalized response surface methodology’ (GRSM), extending Box and Wilson’s ‘response surface methodology’ (RSM). GRSM allows multiple random responses, selecting one response as goal and the other responses as constrained variables. Both GRSM and RSM estimate local gradients to search for the optimum. These gradients are based on local first-order polynomial approximations. GRSM combines these gradients with Mathematical Programming findings to estimate a better search direction than the steepest ascent direction used by RSM. Moreover, these gradients are used in a bootstrap procedure for testing whether the estimated solution is indeed optimal. The focus of this paper is the optimization of simulated (not real) systems.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Simulation Modelling Practice and Theory - Volume 16, Issue 1, January 2008, Pages 50–64
نویسندگان
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