Response surface methodology with stochastic constraints for expensive simulation
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DOI: 10.1057/palgrave.jors.2602614
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Cited by:
- Kuo-Hao Chang & L. Jeff Hong & Hong Wan, 2013. "Stochastic Trust-Region Response-Surface Method (STRONG)---A New Response-Surface Framework for Simulation Optimization," INFORMS Journal on Computing, INFORMS, vol. 25(2), pages 230-243, May.
- Antonio Del Prete & Rodolfo Franchi & Stefania Cacace & Quirico Semeraro, 2020. "Optimization of cutting conditions using an evolutive online procedure," Journal of Intelligent Manufacturing, Springer, vol. 31(2), pages 481-499, February.
- M Laguna & J Molina & F Pérez & R Caballero & A G Hernández-Díaz, 2010. "The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 53-67, January.
- 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.
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Keywords
simulation; interior point methods; stochastic optimization; bootstrap;All these keywords.
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