Stochastic Trust-Region Response-Surface Method (STRONG) - A New Response-Surface Framework for Simulation Optimization

  title={Stochastic Trust-Region Response-Surface Method (STRONG) - A New Response-Surface Framework for Simulation Optimization},
  author={Kuo-Hao Chang and L. Jeff Hong and Hong Wan},
  journal={INFORMS Journal on Computing},
R surface methodology (RSM) is a widely used method for simulation optimization. Its strategy is to explore small subregions of the decision space in succession instead of attempting to explore the entire decision space in a single attempt. This method is especially suitable for complex stochastic systems where little knowledge is available. Although RSM is popular in practice, its current applications in simulation optimization treat simulation experiments the same as real experiments. However… CONTINUE READING
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