Empirical model-building and response surface
Empirical model-building and response surface
Linear programming and network flows (2nd ed.)
Linear programming and network flows (2nd ed.)
A tutorial on simulation optimization
WSC '92 Proceedings of the 24th conference on Winter simulation
Metamodels for simulation input-output relations
WSC '92 Proceedings of the 24th conference on Winter simulation
Metamodeling: a state of the art review
WSC '94 Proceedings of the 26th conference on Winter simulation
Research issues in metamodeling
WSC '91 Proceedings of the 23rd conference on Winter simulation
Optimization in simulation: a survey of recent results
WSC '87 Proceedings of the 19th conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Elementary Numerical Analysis: An Algorithmic Approach
Elementary Numerical Analysis: An Algorithmic Approach
Kriging interpolation in simulation: a survey
WSC '04 Proceedings of the 36th conference on Winter simulation
Simulation-optimization using a reinforcement learning approach
Proceedings of the 40th Conference on Winter Simulation
Reinsch's smoothing spline simulation metamodels
Proceedings of the Winter Simulation Conference
| Hi-index | 0.01 |
This paper examines the feasibility and worthiness of a sequential simulation optimization strategy using nonparametric metamodeling. Incorporating notions advanced in the nonparametric statistics literature, the procedure starts with a uniform grid of points, and then adds points based on the solution of a mathematical programming problem involving quantiles of the squared second derivative of a thin-plate spline metamodel. Termination is reached based on two user-specified criteria.A feasibility study is conducted, generating 21,000 nonparametric metamodels to fit seven different, basic simulation surfaces. The appropriateness of metamodel fits is judged using recently published criteria. It is concluded that the nonparametric thin-plate spline sequential procedure faithfully reproduces the test case response surfaces and terminates reasonably. However, it is also seen that misleading results may be obtained in systems heavily constrained by budget, and that splines may do a poor job fitting plateaus due to their inherent predisposition to "create ripples."