English, Article edition: Statistical testing of optimality conditions in multiresponse simulation-based optimization Bettonvil, Bert; del Castillo, Enrique; Kleijnen, Jack P.C.

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/10420
Physical Description
  • article
Language
  • English

Edition details

Title
  • Statistical testing of optimality conditions in multiresponse simulation-based optimization
Author
  • Bettonvil, Bert
  • del Castillo, Enrique
  • Kleijnen, Jack P.C.
Physical Description
  • article
Notes
  • This article studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for testing whether a specific input combination (proposed by some optimization heuristic) satisfies the Karush-Kuhn-Tucker (KKT) first-order optimality conditions. The article focuses on "expensive" simulations, which have small sample sizes. The article applies the classic t test to check whether the specific input combination is feasible, and whether any constraints are binding; next, it applies bootstrapping (resampling) to test the estimated gradients in the KKT conditions. The new methodology is applied to three examples, which gives encouraging empirical results.
  • Stopping rule Metaheuristics Response surface methodology Design of experiments Kriging
  • RePEc:eee:ejores:v:199:y:2009:i:2:p:448-458
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment