AMS classification: 05C50, 05C70, 05E30.

AMS Subject Classification: 05B05, 05E30, 05C50.

AMS Subject Classification: 05C50, 15A42.

This paper presents a novel heuristic for constrained optimization of random computer simulation models, in which one of the simulation outputs is selected as the objective to be minimized while the other outputs need to satisfy prespeci¯ed target values. Besides the simulation outputs, the...

We look for the maximum order of a square (0, 1)-matrix A with a fixed rank r, provided A has no repeated rows or columns. If A is the adjacency matrix of a graph, Kotlov and Lovász [J. Graph Theory 23, 1996] proved that the maximum order equals Θ(2r/2). In this note we show that this result...

Using results on Hadamard difference sets, we construct regular graphical Hadamard matrices of negative type of order 4m4 for every positive integer m. If m 1, such a Hadamard matrix is equivalent to a strongly regular graph with parameters (4m4, 2m4 +m2,m4 +m2,m4 +m2). Strongly regular graphs...

Abstract: Distribution-free bootstrapping of the replicated responses of a given discreteevent simulation model gives bootstrapped Kriging (Gaussian process) metamodels; we require these metamodels to be either convex or monotonic. To illustrate monotonic Kriging, we use an M/M/1 queueing...

Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the...

When building a Kriging model, the general intuition is that using more data will always result in a better model. However, we show that when we have a large non-uniform dataset, using a uniform subset can have several advantages. Reducing the time necessary to fit the model, avoiding numerical...

In practice, simulation analysts often change only one factor at a time, and use graphical analysis of the resulting Input/Output (I/O) data. The goal of this article is to change these traditional, naïve methods of design and analysis, because statistical theory proves that more information is...