Continuous optimization via simulation using Golden Region search
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Jiaqiao Hu & Michael C. Fu & Steven I. Marcus, 2007. "A Model Reference Adaptive Search Method for Global Optimization," Operations Research, INFORMS, vol. 55(3), pages 549-568, June.
- Fred Glover, 1989. "Tabu Search---Part I," INFORMS Journal on Computing, INFORMS, vol. 1(3), pages 190-206, August.
- Barry L. Nelson & Julie Swann & David Goldsman & Wheyming Song, 2001. "Simple Procedures for Selecting the Best Simulated System When the Number of Alternatives is Large," Operations Research, INFORMS, vol. 49(6), pages 950-963, December.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008.
"Constrained Optimization in Simulation : A Novel Approach,"
Other publications TiSEM
e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2009.
"Kriging metamodeling in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM 29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Justin Boesel & Barry L. Nelson & Seong-Hee Kim, 2003. "Using Ranking and Selection to “Clean Up” after Simulation Optimization," Operations Research, INFORMS, vol. 51(5), pages 814-825, October.
- 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.
- Kao, Chiang & Chen, Shih-Pin, 2006. "A stochastic quasi-Newton method for simulation response optimization," European Journal of Operational Research, Elsevier, vol. 173(1), pages 30-46, August.
- Barry L. Nelson & David Goldsman, 2001. "Comparisons with a Standard in Simulation Experiments," Management Science, INFORMS, vol. 47(3), pages 449-463, March.
- L. Jeff Hong & Barry L. Nelson, 2006. "Discrete Optimization via Simulation Using COMPASS," Operations Research, INFORMS, vol. 54(1), pages 115-129, February.
- Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
- Stephen E. Chick & Koichiro Inoue, 2001. "New Two-Stage and Sequential Procedures for Selecting the Best Simulated System," Operations Research, INFORMS, vol. 49(5), pages 732-743, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sujit De & Shib Sana, 2015. "Backlogging EOQ model for promotional effort and selling price sensitive demand- an intuitionistic fuzzy approach," Annals of Operations Research, Springer, vol. 233(1), pages 57-76, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
- Tsai, Shing Chih & Fu, Sheng Yang, 2014. "Genetic-algorithm-based simulation optimization considering a single stochastic constraint," European Journal of Operational Research, Elsevier, vol. 236(1), pages 113-125.
- Strang, Kenneth David, 2012. "Importance of verifying queue model assumptions before planning with simulation software," European Journal of Operational Research, Elsevier, vol. 218(2), pages 493-504.
- Kleijnen, Jack P.C., 2017.
"Regression and Kriging metamodels with their experimental designs in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Discussion Paper 2015-035, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2015. "Regression and Kriging Metamodels with Their Experimental Designs in Simulation : Review," Other publications TiSEM c592e895-1656-43c3-8c7e-f, Tilburg University, School of Economics and Management.
- Jie Xu & Barry L. Nelson & L. Jeff Hong, 2013. "An Adaptive Hyperbox Algorithm for High-Dimensional Discrete Optimization via Simulation Problems," INFORMS Journal on Computing, INFORMS, vol. 25(1), pages 133-146, February.
- Zhongshun Shi & Siyang Gao & Hui Xiao & Weiwei Chen, 2019. "A worst‐case formulation for constrained ranking and selection with input uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(8), pages 648-662, December.
- Miguel Lejeune & François Margot, 2011. "Optimization for simulation: LAD accelerator," Annals of Operations Research, Springer, vol. 188(1), pages 285-305, August.
- Peter I. Frazier, 2014. "A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection," Operations Research, INFORMS, vol. 62(4), pages 926-942, August.
- Zhou, Tianli & Fields, Evan & Osorio, Carolina, 2023. "A data-driven discrete simulation-based optimization algorithm for car-sharing service design," Transportation Research Part B: Methodological, Elsevier, vol. 178(C).
- Kleijnen, Jack P.C., 2013.
"Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064),"
Discussion Paper
2013-064, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
- Fani Boukouvala & M. M. Faruque Hasan & Christodoulos A. Floudas, 2017. "Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption," Journal of Global Optimization, Springer, vol. 67(1), pages 3-42, January.
- Shing Chih Tsai & Tse Yang, 2017. "Rapid screening algorithms for stochastically constrained problems," Annals of Operations Research, Springer, vol. 254(1), pages 425-447, July.
- Shing Chih Tsai, 2013. "Rapid Screening Procedures for Zero-One Optimization via Simulation," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 317-331, May.
- Justin Boesel & Barry L. Nelson & Seong-Hee Kim, 2003. "Using Ranking and Selection to “Clean Up” after Simulation Optimization," Operations Research, INFORMS, vol. 51(5), pages 814-825, October.
- Jürgen Branke & Stephen E. Chick & Christian Schmidt, 2007. "Selecting a Selection Procedure," Management Science, INFORMS, vol. 53(12), pages 1916-1932, December.
- Osorio, Carolina, 2019. "High-dimensional offline origin-destination (OD) demand calibration for stochastic traffic simulators of large-scale road networks," Transportation Research Part B: Methodological, Elsevier, vol. 124(C), pages 18-43.
- Sigrún Andradóttir & Andrei A. Prudius, 2009. "Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 193-208, May.
- Jia, Shuai & Li, Chung-Lun & Xu, Zhou, 2020. "A simulation optimization method for deep-sea vessel berth planning and feeder arrival scheduling at a container port," Transportation Research Part B: Methodological, Elsevier, vol. 142(C), pages 174-196.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011.
"Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62,"
Discussion Paper
2011-015, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Other publications TiSEM d3b15c46-27c4-493e-8c53-9, Tilburg University, School of Economics and Management.
- Dhahri, Akrem & Gharbi, Ali & Ouhimmou, Mustapha, 2022. "Integrated production-delivery control policy for an unreliable manufacturing system and multiple retailers," International Journal of Production Economics, Elsevier, vol. 245(C).
More about this item
Keywords
Continuous optimization Simulation Indifference Zone Probabilistic search Golden Region Metamodeling;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:208:y:2011:i:1:p:19-27. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.