Stochastic trust-region response-surface method (STRONG) - A new response-surface framework for simulation optimization

INFORMS Journal on Computing

Volumn 25, Issue 2, 2013, Pages 230-243

  Chang, Kuo Hao ^a   Hong, L Jeff ^b   Wan, Hong ^c  

^a NATIONAL TSING HUA UNIVERSITY   (Taiwan)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^c SCHOOL OF INDUSTRIAL ENGINEERING   (United States)

Author keywords

Black box method; Response surface methodology; Simulation optimization; Trust region method

Indexed keywords

BLACK BOXES; COMPLEX STOCHASTIC SYSTEMS; COMPUTATIONAL ADVANTAGES; DETERMINISTIC OPTIMIZATION; RESPONSE SURFACE METHODOLOGY; RESPONSE-SURFACE METHOD; SIMULATION OPTIMIZATION; TRUST-REGION METHODS;

EXPERIMENTS; HEURISTIC METHODS; OPTIMIZATION; STOCHASTIC SYSTEMS; SURFACE PROPERTIES;

PROBLEM SOLVING;

EID: 84877989635     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1120.0498     Document Type: Article

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