Showing 1 - 4 of 4
Abstract: Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs simultaneously. SB is the most efficient and effective...
Persistent link: https://www.econbiz.de/10011090433
This paper derives a novel procedure for testing the Karush-Kuhn-Tucker (KKT) first-order optimality conditions in models with multiple random responses.Such models arise in simulation-based optimization with multivariate outputs.This paper focuses on expensive simulations, which have small...
Persistent link: https://www.econbiz.de/10011090910
Abstract: Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (or SB) is a sequential method that changes groups of inputs simultaneously. SB is the most e¢ cient and effective...
Persistent link: https://www.econbiz.de/10011091457
This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for test- ing whether a specific input combination...
Persistent link: https://www.econbiz.de/10011091786