Response surface methodology with stochastic constraints for expensive simulation

@article{Angn2009ResponseSM,
  title={Response surface methodology with stochastic constraints for expensive simulation},
  author={Ebru Ang{\"u}n and Jack P. C. Kleijnen and Dick den Hertog and G{\"u}l G{\"u}rkan},
  journal={Journal of the Operational Research Society},
  year={2009},
  volume={60},
  pages={735-746}
}
This article investigates simulation-based optimization problems with a stochastic objective function, stochastic output constraints, and deterministic input constraints. More specifically, it generalizes classic response surface methodology (RSM) to account for these constraints. This Generalized RSM—abbreviated to GRSM—generalizes the estimated steepest descent—used in classic RSM—applying ideas from interior point methods, especially affine scaling. This new search direction is scale… 

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