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Constrained Optimization in Simulation : Efficient Global Optimization and Karush-Kuhn-Tucker Conditions

Author

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  • Kleijnen, Jack

    (Tilburg University, Center For Economic Research)

  • van Nieuwenhuyse, I.
  • van Beers, W.C.M.

    (Tilburg University, Center For Economic Research)

Abstract

No abstract is available for this item.

Suggested Citation

  • Kleijnen, Jack & van Nieuwenhuyse, I. & van Beers, W.C.M., 2022. "Constrained Optimization in Simulation : Efficient Global Optimization and Karush-Kuhn-Tucker Conditions," Discussion Paper 2022-020, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:903e51c8-bed3-4e97-990f-c052a3686676
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    References listed on IDEAS

    as
    1. Kleijnen, Jack P.C. & Mehdad, Ehsan, 2014. "Multivariate versus univariate Kriging metamodels for multi-response simulation models," European Journal of Operational Research, Elsevier, vol. 236(2), pages 573-582.
    2. Sadoughi, Mohammadkazem & Li, Meng & Hu, Chao, 2018. "Multivariate system reliability analysis considering highly nonlinear and dependent safety events," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 189-200.
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