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Constrained Optimization in Simulation : Efficient Global Optimization and Karush-Kuhn-Tucker Conditions (revision of 2021-031)

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  • Kleijnen, Jack

    (Tilburg University, School of Economics and Management)

  • van Nieuwenhuyse, I.
  • van Beers, W.C.M.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Kleijnen, Jack & van Nieuwenhuyse, I. & van Beers, W.C.M., 2022. "Constrained Optimization in Simulation : Efficient Global Optimization and Karush-Kuhn-Tucker Conditions (revision of 2021-031)," Other publications TiSEM 31a06a3b-dfc4-4431-a141-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:31a06a3b-dfc4-4431-a141-5f711ea73cc3
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    References listed on IDEAS

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    1. 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.
    2. Erickson, Collin B. & Ankenman, Bruce E. & Sanchez, Susan M., 2018. "Comparison of Gaussian process modeling software," European Journal of Operational Research, Elsevier, vol. 266(1), pages 179-192.
    3. Bradley Efron, 2015. "Frequentist accuracy of Bayesian estimates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(3), pages 617-646, June.
    4. Sadoughi, Mohammadkazem & Li, Meng & Hu, Chao, 2018. "Multivariate system reliability analysis considering highly nonlinear and dependent safety events," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 189-200.
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