Abstract: Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (SB) is a sequential method that changes groups of inputs simultaneously. SB is the most efficient and effective...

This article illustrates simulation optimization through an (s, S) inventory management system.In this system, the goal function to be minimized is the expected value of specific inventory costs.Moreover, specific constraints must be satisfied for some random simulation responses, namely the...

Classic linear regression models and their concomitant statistical designs assume a univariate response and white noise.By definition, white noise is normally, independently, and identically distributed with zero mean.This survey tries to answer the following questions: (i) How realistic are...

This paper derives a novel procedure for testing the Karush-Kuhn-Tucker (KKT) first-order optimality conditions in models with multiple random responses.Such models arise in simulation-based optimization with multivariate outputs.This paper focuses on expensive simulations, which have small...

This tutorial explains the basics of linear regression models. especially low-order polynomials. and the corresponding statistical designs. namely, designs of resolution III, IV, V, and Central Composite Designs (CCDs).This tutorial assumes 'white noise', which means that the residuals of the...

Abstract: To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian process) metamodels. In multivariate Kriging we face a major problem: the covariance matrix of all responses should remain positive-de...

This paper proposes a novel method to select an experimental design for interpolation in random simulation, especially discrete event simulation.(Though the paper focuses on Kriging, this design approach may also apply to other types of metamodels such as linear regression models.)Assuming that...

Abstract: Factor screening searches for the really important inputs (factors) among the many inputs that are changed in a realistic simulation experiment. Sequential bifurcation (or SB) is a sequential method that changes groups of inputs simultaneously. SB is the most e¢ cient and effective...

Abstract: To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian Process) models. Univariate Kriging may use a popular MATLAB Kriging toolbox called \DACE'. Multivariate Kriging faces a major problem:...

This paper 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 test- ing whether a specific input combination...