Constrained optimization in expensive simulation: novel approach
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Cites work
- scientific article; zbMATH DE number 1313649 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 1934836 (Why is no real title available?)
- A kriging based method for the solution of mixed-integer nonlinear programs containing black-box functions
- Application-driven sequential designs for simulation experiments: Kriging metamodelling
- Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Design and analysis of simulation experiments
- Efficient global optimization of expensive black-box functions
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Handbooks in operations research and management science: Simulation
- Kriging metamodeling in simulation: a review
- On \(D\)-optimality based trust regions for black-box optimization problems
- Operations Research and Management Science Handbook
- Optimization for simulation: theory vs. practice
- Optimization of \((s,S)\) inventory systems with random lead times and a service level constraint
- Optimizing call center staffing using simulation and analytic center cutting-plane methods
- Review of nonlinear mixed-integer and disjunctive programming techniques
- Robust Design Using Computer Experiments
- Robust optimization - a comprehensive survey
- Selecting a selection procedure
- Simultaneous statistical inference. 2nd ed
- Staffing multiskill call centers via linear programming and simulation
- Stochastic kriging for simulation metamodeling
- The correct Kriging variance estimated by bootstrapping
- The design and analysis of computer experiments.
- Validation of regression metamodels in simulation: bootstrap approach
Cited in
(25)- Error estimation properties of Gaussian process models in stochastic simulations
- Probabilistic nonconvex constrained optimization with fixed number of function evaluations
- Response surface methodology with stochastic constraints for expensive simulation
- Design optimization under uncertainties of a mesoscale implant in biological tissues using a probabilistic learning algorithm
- ARGONAUT: algorithms for global optimization of constrained grey-box computational problems
- Entropy-based closure for probabilistic learning on manifolds
- On accuracy and efficiency of constrained reinitialization
- Review and comparison of algorithms and software for mixed-integer derivative-free optimization
- Genetic-algorithm-based simulation optimization considering a single stochastic constraint
- Expected improvement for expensive optimization: a review
- Importance of verifying queue model assumptions before planning with simulation software
- Regression and Kriging metamodels with their experimental designs in simulation: a review
- Optimal operation policy for a sustainable recirculation aquaculture system for ornamental fish: simulation and response surface methodology
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- Stochastic radial basis function algorithms for large-scale optimization involving expensive black-box objective and constraint functions
- An improved approach for estimating the hyperparameters of the Kriging model for high-dimensional problems through the partial least squares method
- Increasing the efficiency in integer simulation optimization: reducing the search space through data envelopment analysis and orthogonal arrays
- A new approach to reducing search space and increasing efficiency in simulation optimization problems via the fuzzy-DEA-BCC
- Continuous optimization via simulation using golden region search
- An adaptive exploration-exploitation algorithm for constructing metamodels in random simulation using a novel sequential experimental design
- A new metamodel-based method for solving semi-expensive simulation optimization problems
- Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption
- Expected improvement in efficient global optimization through bootstrapped Kriging
- Multivariate versus univariate Kriging metamodels for multi-response simulation models
- A fully sequential elimination procedure for indifference-zone ranking and selection with tight bounds on probability of correct selection
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