A Kriging-Assisted Multi-Objective Constrained Global Optimization Method for Expensive Black-Box Functions
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Rojas Gonzalez, Sebastian & Jalali, Hamed & Van Nieuwenhuyse, Inneke, 2020. "A multiobjective stochastic simulation optimization algorithm," European Journal of Operational Research, Elsevier, vol. 284(1), pages 212-226.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2010. "Robust optimization in simulation : Taguchi and Response Surface Methodology," Other publications TiSEM 6a101dae-10b0-40af-815f-0, Tilburg University, School of Economics and Management.
- Cédric Durantin & Julien Marzat & Mathieu Balesdent, 2016. "Analysis of multi-objective Kriging-based methods for constrained global optimization," Computational Optimization and Applications, Springer, vol. 63(3), pages 903-926, April.
- Yaohui Li & Yizhong Wu & Jianjun Zhao & Liping Chen, 2017. "A Kriging-based constrained global optimization algorithm for expensive black-box functions with infeasible initial points," Journal of Global Optimization, Springer, vol. 67(1), pages 343-366, January.
- Gabriella Dellino & Jack P. C. Kleijnen & Carlo Meloni, 2012.
"Robust Optimization in Simulation: Taguchi and Krige Combined,"
INFORMS Journal on Computing, INFORMS, vol. 24(3), pages 471-484, August.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
- Dellino, G. & Kleijnen, J.P.C. & Meloni, C., 2008. "Robust Optimization in Simulation : Taguchi and Response Surface Methodology," Other publications TiSEM c4740efb-1374-491b-9e0c-a, Tilburg University, School of Economics and Management.
- Dellino, Gabriella & Kleijnen, Jack P.C. & Meloni, Carlo, 2010.
"Robust optimization in simulation: Taguchi and Response Surface Methodology,"
International Journal of Production Economics, Elsevier, vol. 125(1), pages 52-59, May.
- Dellino, G. & Kleijnen, J.P.C. & Meloni, C., 2008. "Robust Optimization in Simulation : Taguchi and Response Surface Methodology," Discussion Paper 2008-69, Tilburg University, Center for Economic Research.
- Dellino, G. & Kleijnen, J.P.C. & Meloni, C., 2008. "Robust Optimization in Simulation : Taguchi and Response Surface Methodology," Other publications TiSEM c4740efb-1374-491b-9e0c-a, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2010. "Robust optimization in simulation : Taguchi and Response Surface Methodology," Other publications TiSEM 6a101dae-10b0-40af-815f-0, Tilburg University, School of Economics and Management.
- Haoxiang Jie & Yizhong Wu & Jianjun Zhao & Jianwan Ding & Liangliang, 2017. "An efficient multi-objective PSO algorithm assisted by Kriging metamodel for expensive black-box problems," Journal of Global Optimization, Springer, vol. 67(1), pages 399-423, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.
- Shi, Wen & Liu, Zhixue & Shang, Jennifer & Cui, Yujia, 2013. "Multi-criteria robust design of a JIT-based cross-docking distribution center for an auto parts supply chain," European Journal of Operational Research, Elsevier, vol. 229(3), pages 695-706.
- Jack P. C. Kleijnen, 2015.
"Response Surface Methodology,"
International Series in Operations Research & Management Science, in: Michael C Fu (ed.), Handbook of Simulation Optimization, edition 127, chapter 0, pages 81-104,
Springer.
- Kleijnen, Jack P.C., 2014. "Response Surface Methodology," Discussion Paper 2014-013, Tilburg University, Center for Economic Research.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Discussion Paper 2013-064, Tilburg University, Center for Economic Research.
- Dellino, G. & Laudadio, T. & Mari, R. & Mastronardi, N. & Meloni, C., 2018. "Microforecasting methods for fresh food supply chain management: A computational study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 147(C), pages 100-120.
- Kleijnen, Jack P.C., 2014. "Response Surface Methodology," Other publications TiSEM 7f9f17ee-db7f-4041-a686-d, Tilburg University, School of Economics and Management.
- Denoyel, Victoire & Alfandari, Laurent & Thiele, Aurélie, 2017. "Optimizing healthcare network design under reference pricing and parameter uncertainty," European Journal of Operational Research, Elsevier, vol. 263(3), pages 996-1006.
- Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
- Saleem Ramadan, 2016. "A Hybrid Global Optimization Method Based on Genetic Algorithm and Shrinking Box," Modern Applied Science, Canadian Center of Science and Education, vol. 10(2), pages 1-67, February.
- Pourmohammadi, Pardis & Saif, Ahmed, 2023. "Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems," Applied Energy, Elsevier, vol. 341(C).
- Besseris, George J., 2012. "Profiling effects in industrial data mining by non-parametric DOE methods: An application on screening checkweighing systems in packaging operations," European Journal of Operational Research, Elsevier, vol. 220(1), pages 147-161.
- Pablo Dolado & Ana Lazaro & Monica Delgado & Conchita Peñalosa & Javier Mazo & Jose M. Marin & Belen Zalba, 2015. "An Approach to the Integrated Design of PCM-Air Heat Exchangers Based on Numerical Simulation: A Solar Cooling Case Study," Resources, MDPI, vol. 4(4), pages 1-23, October.
- Nader, Joelle & El-Khalil, Raed & Nassar, Elma & Hong, Paul, 2022. "Pandemic planning, sustainability practices, and organizational performance: An empirical investigation of global manufacturing firms," International Journal of Production Economics, Elsevier, vol. 246(C).
- Kleijnen, Jack P.C., 2011. "Ethical issues in engineering models : An operations researcher's reflections," Other publications TiSEM 88caba9e-1d78-47d7-9a0b-b, Tilburg University, School of Economics and Management.
- Miranda, Rafael de Carvalho & Montevechi, José Arnaldo Barra & da Silva, Aneirson Francisco & Marins, Fernando Augusto Silva, 2017. "Increasing the efficiency in integer simulation optimization: Reducing the search space through data envelopment analysis and orthogonal arrays," European Journal of Operational Research, Elsevier, vol. 262(2), pages 673-681.
- Julien Marzat & Eric Walter & Hélène Piet-Lahanier, 2013. "Worst-case global optimization of black-box functions through Kriging and relaxation," Journal of Global Optimization, Springer, vol. 55(4), pages 707-727, April.
- Iqra Asghar & Biswajit Sarkar & Sung-jun Kim, 2019. "Economic Analysis of an Integrated Production–Inventory System under Stochastic Production Capacity and Energy Consumption," Energies, MDPI, vol. 12(16), pages 1-27, August.
- Gabriella Dellino & Jack P. C. Kleijnen & Carlo Meloni, 2012.
"Robust Optimization in Simulation: Taguchi and Krige Combined,"
INFORMS Journal on Computing, INFORMS, vol. 24(3), pages 471-484, August.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Other publications TiSEM d919b893-db2b-4d97-a392-4, Tilburg University, School of Economics and Management.
- Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
- Irfanullah Khan & Jihed Jemai & Han Lim & Biswajit Sarkar, 2019. "Effect of Electrical Energy on the Manufacturing Setup Cost Reduction, Transportation Discounts, and Process Quality Improvement in a Two-Echelon Supply Chain Management under a Service-Level Constrai," Energies, MDPI, vol. 12(19), pages 1-32, September.
- Kleijnen, Jack P.C. & Pierreval, Henri & Zhang, Jin, 2011. "Methodology for determining the acceptability of system designs in uncertain environments," European Journal of Operational Research, Elsevier, vol. 209(2), pages 176-183, March.
More about this item
Keywords
multi-objective constrained optimization; surrogate model; kriging; black-box function;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:9:y:2021:i:2:p:149-:d:478381. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.