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Minimizing the bias and variance of the gradient estimate in RSM simulation studies

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  • Safizadeh, M. Hossein

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  • Safizadeh, M. Hossein, 2002. "Minimizing the bias and variance of the gradient estimate in RSM simulation studies," European Journal of Operational Research, Elsevier, vol. 136(1), pages 121-135, January.
    • Handle: RePEc:eee:ejores:v:136:y:2002:i:1:p:121-135
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    1. M. Hossein Safizadeh & Robert Signorile, 1994. "Optimization of Simulation via Quasi-Newton Methods," INFORMS Journal on Computing, INFORMS, vol. 6(4), pages 398-408, November.
    2. Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1995. "Simulation Designs for the Estimation of Quadratic Response Surface Gradients in the Presence of Model Misspecification," Management Science, INFORMS, vol. 41(2), pages 244-262, February.
    3. Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1993. "Simulation Designs and Correlation Induction for Reducing Second-Order Bias in First-Order Response Surfaces," Operations Research, INFORMS, vol. 41(5), pages 880-902, October.
    4. Jack P. C. Kleijnen, 1992. "Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals," Management Science, INFORMS, vol. 38(8), pages 1164-1185, August.
    5. Jack P. C. Kleijnen, 1988. "Analyzing Simulation Experiments with Common Random Numbers," Management Science, INFORMS, vol. 34(1), pages 65-74, January.
    6. James R. Hussey & Raymond H. Myers & Ernest C. Houck, 1987. "Correlated Simulation Experiments in First-Order Response Surface Design," Operations Research, INFORMS, vol. 35(5), pages 744-758, October.
    7. R. D. Wright & T. E. Ramsay, Jr., 1979. "On the Effectiveness of Common Random Numbers," Management Science, INFORMS, vol. 25(7), pages 649-656, July.
    8. Ardavan Nozari & Steven F. Arnold & C. Dennis Pegden, 1987. "Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy," Operations Research, INFORMS, vol. 35(1), pages 127-139, February.
    9. Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1992. "Simulation Designs for Quadratic Response Surface Models in the Presence of Model Misspecification," Management Science, INFORMS, vol. 38(12), pages 1765-1791, December.
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    Cited by:

    1. Ebru Angün & Jack Kleijnen, 2012. "An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 24(1), pages 53-65, February.
    2. Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004. "Response surface methodology's steepest ascent and step size revisited," European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
    3. Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C., 2005. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)," Discussion Paper 2005-81, Tilburg University, Center for Economic Research.
    4. Gomes, J.H.F. & Paiva, A.P. & Costa, S.C. & Balestrassi, P.P. & Paiva, E.J., 2013. "Weighted Multivariate Mean Square Error for processes optimization: A case study on flux-cored arc welding for stainless steel claddings," European Journal of Operational Research, Elsevier, vol. 226(3), pages 522-535.
    5. Bettonvil, Bert & del Castillo, Enrique & Kleijnen, Jack P.C., 2009. "Statistical testing of optimality conditions in multiresponse simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 199(2), pages 448-458, December.
    6. Angun, M.E. & Gürkan, G. & den Hertog, D. & Kleijnen, J.P.C., 2002. "Response surface methodology revisited," Other publications TiSEM 32c35a04-3de9-4dee-a242-6, Tilburg University, School of Economics and Management.
    7. Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.

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