IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/6ac4e049-ad86-447f-aeec-ad5d9ccc7248.html
   My bibliography  Save this paper

Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)

Author

Listed:
  • Kleijnen, Jack P.C.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:tiu:tiutis:6ac4e049-ad86-447f-aeec-ad5d9ccc7248
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1544115/2013-064.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Kleijnen, Jack P.C. & Deflandre, David, 2006. "Validation of regression metamodels in simulation: Bootstrap approach," European Journal of Operational Research, Elsevier, vol. 170(1), pages 120-131, April.
    2. Jack Kleijnen & Wim Beers & Inneke Nieuwenhuyse, 2012. "Expected improvement in efficient global optimization through bootstrapped kriging," Journal of Global Optimization, Springer, vol. 54(1), pages 59-73, September.
    3. D den Hertog & J P C Kleijnen & A Y D Siem, 2006. "The correct Kriging variance estimated by bootstrapping," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(4), pages 400-409, April.
    4. Kleijnen, Jack P.C. & Mehdad, E. & van Beers, W.C.M., 2012. "Convex and monotonic bootstrapped kriging," Other publications TiSEM 972e079d-0209-45bf-b25e-a, Tilburg University, School of Economics and Management.
    5. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    6. Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
    7. Sridhar Bashyam & Michael C. Fu, 1998. "Optimization of (s, S) Inventory Systems with Random Lead Times and a Service Level Constraint," Management Science, INFORMS, vol. 44(12-Part-2), pages 243-256, December.
    8. 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.
    9. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    10. Jack P.C. Kleijnen, 2015. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, edition 2, number 978-3-319-18087-8, April.
    11. Christian Dehlendorff & Murat Kulahci & Klaus Kaae Andersen, 2011. "Designing simulation experiments with controllable and uncontrollable factors for applications in healthcare," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 60(1), pages 31-49, January.
    12. Hai Lan & Barry L. Nelson & Jeremy Staum, 2010. "A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation," Operations Research, INFORMS, vol. 58(5), pages 1481-1490, October.
    13. Roustant, Olivier & Ginsbourger, David & Deville, Yves, 2012. "DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i01).
    14. Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
    15. Novikov, Ilya & Oberman, Bernice, 2007. "Optimization of large simulations using statistical software," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2747-2752, February.
    16. Peter Frazier & Warren Powell & Savas Dayanik, 2009. "The Knowledge-Gradient Policy for Correlated Normal Beliefs," INFORMS Journal on Computing, INFORMS, vol. 21(4), pages 599-613, November.
    17. 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.
    18. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Other publications TiSEM 47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
    19. Ning Quan & Jun Yin & Szu Ng & Loo Lee, 2013. "Simulation optimization via kriging: a sequential search using expected improvement with computing budget constraints," IISE Transactions, Taylor & Francis Journals, vol. 45(7), pages 763-780.
    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. 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.
    2. Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Discussion Paper 2011-015, Tilburg University, Center for Economic Research.
    3. 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.
    4. Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Other publications TiSEM 4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
    5. Kleijnen, Jack P.C. & Mehdad, Ehsan, 2014. "Multivariate versus univariate Kriging metamodels for multi-response simulation models," European Journal of Operational Research, Elsevier, vol. 236(2), pages 573-582.
    6. J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
    7. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
    8. Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
    9. Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, Tilburg University, Center for Economic Research.
    10. Jalali, Hamed & Van Nieuwenhuyse, Inneke & Picheny, Victor, 2017. "Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise," European Journal of Operational Research, Elsevier, vol. 261(1), pages 279-301.
    11. Ehsan Mehdad & Jack P. C. Kleijnen, 2018. "Efficient global optimisation for black-box simulation via sequential intrinsic Kriging," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 69(11), pages 1725-1737, November.
    12. 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.
    13. 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.
    14. Kamiński, Bogumił, 2015. "A method for the updating of stochastic kriging metamodels," European Journal of Operational Research, Elsevier, vol. 247(3), pages 859-866.
    15. Strang, Kenneth David, 2012. "Importance of verifying queue model assumptions before planning with simulation software," European Journal of Operational Research, Elsevier, vol. 218(2), pages 493-504.
    16. Kleijnen, Jack P.C. & Mehdad, E., 2012. "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Other publications TiSEM cf311469-5f8c-4c1e-ad4f-6, Tilburg University, School of Economics and Management.
    17. Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
    18. 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.
    19. Hernandez, Andres F. & Grover, Martha A., 2013. "Error estimation properties of Gaussian process models in stochastic simulations," European Journal of Operational Research, Elsevier, vol. 228(1), pages 131-140.
    20. Fani Boukouvala & M. M. Faruque Hasan & Christodoulos A. Floudas, 2017. "Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption," Journal of Global Optimization, Springer, vol. 67(1), pages 3-42, January.

    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:6ac4e049-ad86-447f-aeec-ad5d9ccc7248. 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.