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Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models

Author

Listed:
  • Neddermeijer, H.G.
  • Piersma, N.
  • van Oortmarssen, G.J.
  • Habbema, J.D.F.
  • Dekker, R.

Abstract

Microsimulation models are increasingly used in the evaluation of cancer screening. Latent parameters of such models can be estimated by optimization of the goodness-of-fit. We compared the efficiency and accuracy of the Response Surface Methodology and the Nelder and Mead Simplex Method for optimization of microsimulation models. To this end, we tested several automated versions of both methods on a small microsimulation model, as well as on a standard set of test functions. With respect to accuracy, Response Surface Methodology performed better in case of optimization of the microsimulation model, whereas the results for the test functions were rather variable. The Nelder and Mead Simplex Method performed more efficiently than Response Surface Methodology, both for the microsimulation model and the test functions.

Suggested Citation

  • Neddermeijer, H.G. & Piersma, N. & van Oortmarssen, G.J. & Habbema, J.D.F. & Dekker, R., 1999. "Comparison of response surface methodology and the Nelder and Mead simplex method for optimization in microsimulation models," Econometric Institute Research Papers EI 9924-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Handle: RePEc:ems:eureir:1595
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    1. Russell R. Barton & John S. Ivey, Jr., 1996. "Nelder-Mead Simplex Modifications for Simulation Optimization," Management Science, INFORMS, vol. 42(7), pages 954-973, July.
    2. Kleijnen, J.P.C., 1997. "Experimental Design for Sensitivity Analysis, Optimization and Validation of Simulation Models," Other publications TiSEM c0e2bc10-e550-4cf2-b649-6, Tilburg University, School of Economics and Management.
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    1. D. Huang & T. Allen & W. Notz & N. Zeng, 2006. "Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models," Journal of Global Optimization, Springer, vol. 34(3), pages 441-466, March.

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    Keywords

    health; optimization; simulation;
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