Metamodel-based simulation optimization considering a single stochastic constraint

DOI10.1016/J.COR.2023.106239MaRDI QIDQ6164616zbMATH OpenOpenAlexFDO

Authors Shing Chih Tsai, Chuljin Park, Min Han Chang

Publication date 4 July 2023

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2023.106239

zbMATH Keywords

metamodelpenalty functionranking and selectionsimulationstochastic constraint

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

• A revisit of two-stage selection procedures
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• Embedding optimization with deterministic discrete event simulation for assignment of cross-trained operators: an assembly line case study
• Fully sequential procedures for comparing constrained systems via simulation
• Genetic-algorithm-based simulation optimization considering a single stochastic constraint
• Handbooks in operations research and management science: Simulation
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• On two-stage selection procedures and related probability-inequalities
• Penalty function with memory for discrete optimization via simulation with stochastic constraints
• Response surface methodology with stochastic constraints for expensive simulation
• Response surface methodology. Process and product optimization using designed experiments
• Self-adjusting the tolerance level in a fully sequential feasibility check procedure
• Simulation optimization in security screening systems subject to budget and waiting time constraints
• Simulation-based metamodels for scheduling a dynamic job shop with sequence-dependent setup times
• Simulation-based optimization for housekeeping in a container transshipment terminal
• Using Ranking and Selection to “Clean Up” after Simulation Optimization

Cited in

(6)

• On constrained simulation and optimization by Metropolis chains
• Global-local metamodel-assisted stochastic programming via simulation
• Improved penalty function with memory for stochastically constrained optimization via simulation
• Knowledge-based modeling of simulation behavior for Bayesian optimization
• A unified robust optimization approach for problems with costly simulation-based objectives and constraints
• Instance scaling and metamodel-based sensitivity analysis for rolling horizon optimization with application to postal letter delivery services

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