In this paper we investigate global optimization for black-box simulations using metamodels to guide this optimization. As a novel metamodel we introduce intrinsic Kriging, for either deterministic or random simulation. For deterministic simulation we study the famous `efficient global...

Kriging is a popular method for estimating the global optimum of a simulated system. Kriging approximates the input/output function of the simulation model. Kriging also estimates the variances of the predictions of outputs for input combinations not yet simulated. These predictions and their...

2010 Mathematics Subject Classification: 05E30, 05C50;

In practice, simulation analysts often change only one factor at a time, and use graphical analysis of the resulting Input/Output (I/O) data. Statistical theory proves that more information is obtained when applying Design Of Experiments (DOE) and linear regression analysis. Unfortunately,...

Abstract: This chapter first summarizes Response Surface Methodology (RSM), which started with Box and Wilson’s article in 1951 on RSM for real, non-simulated systems. RSM is a stepwise heuristic that uses first-order polynomials to approximate the response surface locally. An estimated...

We investigate minimax Latin hypercube designs in two dimensions for several distance measures.For the l-distance we are able to construct minimax Latin hypercube designs of n points, and to determine the minimal covering radius, for all n.For the l1-distance we have a lower bound for the...

This contribution presents an overview of sensitivity analysis of simulation models, including the estimation of gradients. It covers classic designs and their corresponding (meta)models; namely, resolution-III designs including fractional-factorial two-level designs for first-order polynomial...

This article uses a sequentialized experimental design to select simulation input com- binations for global optimization, based on Kriging (also called Gaussian process or spatial correlation modeling); this Kriging is used to analyze the input/output data of the simulation model (computer...

For every rational number x 2 (0; 1), we construct a pair of graphs one regular and one nonregular with adjacency matrices A1 and A2, having the property that A1-xJ and A2-xJ have the same spectrum (J is the all-ones matrix). This solves a problem of Van Dam and the second author.For some values...