Response surface methodology for constrained simulation optimization: An overview

@article{Kleijnen2008ResponseSM,
  title={Response surface methodology for constrained simulation optimization: An overview},
  author={Jack P. C. Kleijnen},
  journal={Simulation Modelling Practice and Theory},
  year={2008},
  volume={16},
  pages={50-64}
}
This article summarizes ‘generalized response surface methodology’ (GRSM), extending Box and Wilson’s ‘response surface methodology’ (RSM). GRSM allows multiple random responses, selecting one response as goal and the other responses as constrained variables. Both GRSM and RSM estimate local gradients to search for the optimum. These gradients are based on local first-order polynomial approximations. GRSM combines these gradients with Mathematical Programming findings to estimate a better… CONTINUE READING