This article uses a sequentialized experimental design to select simulation input combinations 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 code)....

This article presents a novel combination of robust optimization developed in mathematical programming, and robust parameter design developed in statistical quality control. Robust parameter design uses metamodels estimated from experiments with both controllable and environmental inputs...

We introduce a novel scheme based on a blending of Fourier-Motzkin elimination (FME) and adjustable robust optimization techniques to compute the maximum volume inscribed ellipsoid (MVE) in a polytopic projection. It is well-known that deriving an explicit description of a projected polytope is...

Adjustable robust optimization (ARO) is a technique to solve dynamic (multistage) optimization problems. In ARO, the decision in each stage is a function of the information accumulated from the previous periods on the values of the uncertain parameters. This information, however, is often...

In this paper, we introduce a framework designed to identify and rank possible unwarranted variation of treatments in healthcare. The innovative aspect of this framework is a ranking procedure that aims to identify healthcare institutions where unwarranted variation is most severe, and diagnosis...

All over the world intelligence services are collecting data concerning possible terrorist threats. This information is usually transformed into network structures in which the nodes represent the individuals in the data set and the links possible connections between these individuals....

Sequential bifurcation (or SB) is an efficient and effective factor-screening method; i.e., SB quickly identifies the important factors (inputs) in experiments with simulation models that have very many factors — provided the SB assumptions are valid. The specific SB assumptions are: (i) a...

In practice, many package transportation companies lower their costs by hiring outside carriers to serve orders that cannot be served efficiently by their own trucks. The problem which takes the order outsource option into account is the Vehicle Routing Problem with Private Fleet and Common...

This chapter surveys two methods for the optimization of real-world systems that are modelled through simulation. These methods use either linear regression metamodels, or Kriging (Gaussian processes). The metamodel type guides the design of the experiment; this design fixes the input...

This tutorial reviews the design and analysis of simulation experiments. These experiments may have various goals: validation, prediction, sensitivity analysis, optimization (possibly robust), and risk or uncertainty analysis. These goals may be realized through metamodels. Two types of...