Second-order properties of the throughput of a closed queueing network
Mathematics of Operations Research
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Simulation-based response surface computation in the presence of monotonicity
Proceedings of the 38th conference on Winter simulation
Multivariate convex regression with adaptive partitioning
The Journal of Machine Learning Research
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We consider the problem of computing a response surface when the underlying function is known to be convex. We introduce a methodology that incorporates the convexity into the function estimator. The proposed response surface estimator is formulated as a finite dimensional quadratic program and exhibits convergence properties as a global approximation to the true function. Numerical results are presented to illustrate the convergence behavior of the proposed estimator and its potential application to simulation optimization.