Optimization and response surfaces: Gaussian radial basis functions for simulation metamodeling

  • Authors:
  • Miyoung Shin;Robert G. Sargent;Amrit L. Goel

  • Affiliations:
  • Electronics and Telecommunication, Research Institute, Yusong-Gu, Taejon;Syracuse University, Syracuse, NY;Syracuse University, Syracuse, NY

  • Venue:
  • Proceedings of the 34th conference on Winter simulation: exploring new frontiers
  • Year:
  • 2002

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Abstract

This paper presents a novel approach for developing simulation metamodels using Gaussian radial basis functions. This approach is based on some recently developed mathematical results for radial basis functions. It is systematic, explicitly controls the underfitting and overfitting tradeoff, and uses a fast computational algorithm that requires minimal human involvement. This approach is illustrated by developing metamodels for the M/M/1 queueing system.