eprintid: 1441
rev_number: 9
eprint_status: archive
userid: 17
dir: disk0/00/00/14/41
datestamp: 2012-11-30 08:34:15
lastmod: 2012-11-30 08:34:15
status_changed: 2012-11-30 08:34:15
type: article
succeeds: 754
metadata_visibility: show
item_issues_count: 0
creators_name: Dellino, Gabriella
creators_name: Kleijnen, Jack P.C.
creators_name: Meloni, Carlo
creators_id: gabriella.dellino@imtlucca.it
creators_id: 
creators_id: 
title: Simulation-optimization under uncertainty through metamodeling and bootstrapping
ispublished: pub
subjects: QA
subjects: T1
divisions: EIC
full_text_status: public
keywords: Simulation-optimization; Uncertainty; Robustness; Metamodel; Bootstrap
note: Sixth International Conference on Sensitivity Analysis of Model Output
abstract: Most methods in simulation-optimization assume known environments, whereas this research accounts for uncertain environments combining Taguchi's world view with either regression or Kriging (Gaussian Process) metamodels (response surfaces). These metamodels are combined with Non-Linear Mathematical Programming (NLMP) to find a robust optimal solution. Varying the constraint values in the NLMP model gives an estimated Pareto frontier. To account for the variability of the estimated Pareto frontier, this research uses bootstrapping which gives confidence regions for the robust optimal solution. This methodology is illustrated through the Economic Order Quantity (EOQ) inventory-management model, accounting for the uncertainties in the demand rate and the cost coefficients.
date: 2010
publication: Procedia - Social and Behavioral Sciences
volume: 2
number: 6
publisher: Elsevier
pagerange: 7640 - 7641
id_number: 10.1016/j.sbspro.2010.05.156
refereed: TRUE
issn: 1877-0428
official_url: http://www.sciencedirect.com/science/article/pii/S1877042810012978
citation:   Dellino, Gabriella and Kleijnen, Jack P.C. and Meloni, Carlo  Simulation-optimization under uncertainty through metamodeling and bootstrapping.  Procedia - Social and Behavioral Sciences, 2 (6).  7640 - 7641.  ISSN 1877-0428      (2010)  
document_url: http://eprints.imtlucca.it/1441/1/SAMO2010_Dellinoetal_abstract_version%202%20by%20Jack.pdf