Robust simulation-optimization using metamodels

G. Dellino; Jack P.C. Kleijnen; C. Meloni

Robust simulation-optimization using metamodels

G. Dellino, Jack P.C. Kleijnen, C. Meloni

Research Group: Operations Research

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

36 Citations (Scopus)

Abstract

Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.

Original language	English
Title of host publication	Proceedings of the 2009 Winter Simulation Conference
Editors	M.D. Rossetti, R.R. Hill, B. Johansson, A. Dunkin, R.G. Ingalls
Place of Publication	Piscataway, NJ
Publisher	IEEE
Pages	540-550
Publication status	Published - 2009

Cite this

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title = "Robust simulation-optimization using metamodels",

abstract = "Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.",

author = "G. Dellino and Kleijnen, {Jack P.C.} and C. Meloni",

year = "2009",

language = "English",

pages = "540--550",

editor = "M.D. Rossetti and R.R. Hill and B. Johansson and A. Dunkin and R.G. Ingalls",

booktitle = "Proceedings of the 2009 Winter Simulation Conference",

publisher = "IEEE",

}

Robust simulation-optimization using metamodels. / Dellino, G.; Kleijnen, Jack P.C.; Meloni, C.
Proceedings of the 2009 Winter Simulation Conference. ed. / M.D. Rossetti; R.R. Hill; B. Johansson; A. Dunkin; R.G. Ingalls. Piscataway, NJ: IEEE, 2009. p. 540-550.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

TY - GEN

T1 - Robust simulation-optimization using metamodels

AU - Dellino, G.

AU - Kleijnen, Jack P.C.

AU - Meloni, C.

PY - 2009

Y1 - 2009

N2 - Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.

AB - Optimization of simulated systems is the goal of many methods, but most methods assume known environments. In this paper we present a methodology that does account for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by either Response Surface Methodology or Kriging metamodeling. We illustrate the resulting methodology through the well-known Economic Order Quantity (EOQ) model.

M3 - Conference contribution

SP - 540

EP - 550

BT - Proceedings of the 2009 Winter Simulation Conference

A2 - Rossetti, M.D.

A2 - Hill, R.R.

A2 - Johansson, B.

A2 - Dunkin, A.

A2 - Ingalls, R.G.

PB - IEEE

CY - Piscataway, NJ

ER -

Robust simulation-optimization using metamodels

Abstract

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