IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/31a06a3b-dfc4-4431-a141-5f711ea73cc3.html
   My bibliography  Save this paper

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

Author

Listed:
  • 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
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/62445340/2022_015.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    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.
    1. Jack P. C. Kleijnen & Wim C. M. van Beers, 2022. "Statistical Tests for Cross-Validation of Kriging Models," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 607-621, January.
    2. Xuefei Lu & Alessandro Rudi & Emanuele Borgonovo & Lorenzo Rosasco, 2020. "Faster Kriging: Facing High-Dimensional Simulators," Operations Research, INFORMS, vol. 68(1), pages 233-249, January.
    3. Matthew Reimherr & Xiao‐Li Meng & Dan L. Nicolae, 2021. "Prior sample size extensions for assessing prior impact and prior‐likelihood discordance," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 413-437, July.
    4. Franks Alexander M. & D’Amour Alexander & Cervone Daniel & Bornn Luke, 2016. "Meta-analytics: tools for understanding the statistical properties of sports metrics," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 12(4), pages 151-165, December.
    5. Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
    6. De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, vol. 230(2), pages 299-317.
    7. Kleijnen, Jack P.C., 2017. "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
    8. Julien Pelamatti & Loïc Brevault & Mathieu Balesdent & El-Ghazali Talbi & Yannick Guerin, 2019. "Efficient global optimization of constrained mixed variable problems," Journal of Global Optimization, Springer, vol. 73(3), pages 583-613, March.
    9. Liu, Yushan & Li, Luyi & Zhao, Sihan & Song, Shufang, 2021. "A global surrogate model technique based on principal component analysis and Kriging for uncertainty propagation of dynamic systems," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
    10. Ferreira, Marco A.R. & Porter, Erica M. & Franck, Christopher T., 2021. "Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    11. Huang, Shi-Ya & Zhang, Shao-He & Liu, Lei-Lei, 2022. "A new active learning Kriging metamodel for structural system reliability analysis with multiple failure modes," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    12. Dawei Zhan & Huanlai Xing, 2020. "Expected improvement for expensive optimization: a review," Journal of Global Optimization, Springer, vol. 78(3), pages 507-544, November.
    13. Sheibani, Mohamadreza & Ou, Ge, 2021. "Adaptive local kernels formulation of mutual information with application to active post-seismic building damage inference," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    14. Rabbi, Khan Md. & Sheikholeslami, M. & Karim, Anwarul & Shafee, Ahmad & Li, Zhixiong & Tlili, Iskander, 2020. "Prediction of MHD flow and entropy generation by Artificial Neural Network in square cavity with heater-sink for nanomaterial," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    15. Radaideh, Majdi I. & Kozlowski, Tomasz, 2020. "Surrogate modeling of advanced computer simulations using deep Gaussian processes," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
    16. Moustapha, Maliki & Parisi, Pietro & Marelli, Stefano & Sudret, Bruno, 2024. "Reliability analysis of arbitrary systems based on active learning and global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 248(C).
    17. Shengguan Xu & Hongquan Chen, 2018. "Nash game based efficient global optimization for large-scale design problems," Journal of Global Optimization, Springer, vol. 71(2), pages 361-381, June.
    18. Kleijnen, Jack & van Nieuwenhuyse, I. & van Beers, W.C.M., 2022. "Constrained Optimization in Simulation : Efficient Global Optimization and Karush-Kuhn-Tucker Conditions," Discussion Paper 2022-020, Tilburg University, Center for Economic Research.
    19. Wang, Jian & Sun, Zhili & Cao, Runan, 2021. "An efficient and robust Kriging-based method for system reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    20. Zhang, Jinhao & Xiao, Mi & Gao, Liang, 2019. "An active learning reliability method combining Kriging constructed with exploration and exploitation of failure region and subset simulation," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 90-102.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:tiu:tiutis:31a06a3b-dfc4-4431-a141-5f711ea73cc3. 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: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.