Generalized Response Surface Methodology (GRSM) is a novel general-purpose metaheuristic based on Box and Wilson.s Response Surface Methodology (RSM). Both GRSM and RSM estimate local gradients to search for the optimal solution. These gradients use local first-order polynomials. GRSM, however, uses these gradients to estimate a better search direction than the steepest ascent direction used by RSM. Moreover, GRSM allows multiple responses, selecting one response as goal and the other responses as constrained variables. Finally, these estimated gradients may be used to test whether the estimated solution is indeed optimal. The focus of this paper is optimization of simulated systems.
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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number
77.
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Find related papers by JEL classification: C0 - Mathematical and Quantitative Methods - - General C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General C9 - Mathematical and Quantitative Methods - - Design of Experiments
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