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http://hdl.handle.net/1942/30486
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DC Field | Value | Language |
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dc.contributor.author | Kleijnen, JPC | - |
dc.contributor.author | van Beers, W | - |
dc.contributor.author | VAN NIEUWENHUYSE, Inneke | - |
dc.date.accessioned | 2020-02-12T09:59:39Z | - |
dc.date.available | 2020-02-12T09:59:39Z | - |
dc.date.issued | 2010 | - |
dc.date.submitted | 2020-02-05T18:33:20Z | - |
dc.identifier.citation | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 202 (1) , p. 164 -174 | - |
dc.identifier.uri | http://hdl.handle.net/1942/30486 | - |
dc.description.abstract | This article presents a novel heuristic for constrained optimization of computationally expensive random simulation models. One output is selected as objective to be minimized, while other outputs must satisfy given threshold values. Moreover. the simulation inputs must be integer and satisfy linear or nonlinear constraints. The heuristic combines (i) sequentialized experimental designs to specify the simulation input combinations. (ii) Kriging (or Gaussian process or spatial correlation modeling) to analyze the global simulation input/output data resulting from these designs, and (iii) integer nonlinear programming to estimate the optimal solution from the Kriging metamodels. The heuristic is applied to an (s, S) inventory system and a call-center simulation, and compared with the popular commercial heuristic OptQuest embedded in the Arena versions 11 and 12. In these two applications the novel heuristic outperforms OptQuest in terms of number of simulated input combinations and quality of the estimated optimum. (C) 2009 Elsevier B.V. All rights reserved. | - |
dc.description.sponsorship | We thank Bert Bettonvil (Tilburg University) for bringing(Avramidis et al., 2007) to our attention, William (‘Bill’) Biles (Uni-versity of Louisville, Kentucky) for his contribution to an earlierversion, two anonymous referees, Jose Egea (Instituto de Investi-gaciones Marinas, Spain), and Dick den Hertog (Tilburg University)for their detailed comments on earlier versions of this article,GabriellaDellinoand Carlo Meloni (Politecnico di Bari) for themany helpful discussions, and Hans Blanc (Tilburg University)and David Kelton (University of Cincinnati) for their help withOptQuest | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER | - |
dc.rights | 2009 Elsevier B.V. All rights reserved | - |
dc.subject.other | Simulation | - |
dc.subject.other | Global optimization | - |
dc.subject.other | Heuristics | - |
dc.subject.other | Kriging | - |
dc.subject.other | Bootstrap | - |
dc.title | Constrained optimization in expensive simulation: Novel approach | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 174 | - |
dc.identifier.issue | 1 | - |
dc.identifier.spage | 164 | - |
dc.identifier.volume | 202 | - |
local.bibliographicCitation.jcat | A1 | - |
local.publisher.place | RADARWEG 29, 1043 NX AMSTERDAM, NETHERLANDS | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.source.type | Article | - |
dc.identifier.doi | 10.1016/j.ejor.2009.05.002 | - |
dc.identifier.isi | WOS:000271700800020 | - |
dc.identifier.eissn | - | |
local.provider.type | Web of Science | - |
local.uhasselt.uhpub | no | - |
item.fullcitation | Kleijnen, JPC; van Beers, W & VAN NIEUWENHUYSE, Inneke (2010) Constrained optimization in expensive simulation: Novel approach. In: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 202 (1) , p. 164 -174. | - |
item.accessRights | Restricted Access | - |
item.fulltext | With Fulltext | - |
item.contributor | Kleijnen, JPC | - |
item.contributor | van Beers, W | - |
item.contributor | VAN NIEUWENHUYSE, Inneke | - |
crisitem.journal.issn | 0377-2217 | - |
crisitem.journal.eissn | 1872-6860 | - |
Appears in Collections: | Research publications |
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File | Description | Size | Format | |
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Kleijnen_etal.pdf Restricted Access | Published version | 302.93 kB | Adobe PDF | View/Open Request a copy |
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