[go: up one dir, main page]

Quan et al., 2013 - Google Patents

Simulation optimization via kriging: a sequential search using expected improvement with computing budget constraints

Quan et al., 2013

Document ID
5056535828003145844
Author
Quan N
Yin J
Ng S
Lee L
Publication year
Publication venue
Iie Transactions

External Links

Snippet

Metamodels are commonly used as fast surrogates for the objective function to facilitate the optimization of simulation models. Kriging (or the Gaussian process model) is a very popular metamodel form for deterministic and, recently, stochastic simulations. This article proposes …
Continue reading at www.tandfonline.com (other versions)

Classifications

    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00Administration; Management
    • G06Q10/06Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063Operations research or analysis
    • G06Q10/0639Performance analysis
    • G06Q10/06393Score-carding, benchmarking or key performance indicator [KPI] analysis
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00Commerce, e.g. shopping or e-commerce
    • G06Q30/02Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
    • G06Q30/0202Market predictions or demand forecasting
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06FELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00Administration; Management
    • G06Q10/04Forecasting or optimisation, e.g. linear programming, "travelling salesman problem" or "cutting stock problem"
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00Administration; Management
    • G06Q10/10Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06FELECTRICAL DIGITAL DATA PROCESSING
    • G06F9/00Arrangements for programme control, e.g. control unit
    • G06F9/06Arrangements for programme control, e.g. control unit using stored programme, i.e. using internal store of processing equipment to receive and retain programme
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06FELECTRICAL DIGITAL DATA PROCESSING
    • G06F19/00Digital computing or data processing equipment or methods, specially adapted for specific applications
    • G06F19/10Bioinformatics, i.e. methods or systems for genetic or protein-related data processing in computational molecular biology
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06FELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50Computer-aided design
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06NCOMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00Subject matter not provided for in other groups of this subclass
    • G06N99/005Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06FELECTRICAL DIGITAL DATA PROCESSING
    • G06F3/00Input arrangements for transferring data to be processed into a form capable of being handled by the computer; Output arrangements for transferring data from processing unit to output unit, e.g. interface arrangements
    • G06F3/01Input arrangements or combined input and output arrangements for interaction between user and computer
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06Investment, e.g. financial instruments, portfolio management or fund management
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q50/00Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
    • G06Q50/10Services
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q50/00Systems or methods specially adapted for a specific business sector, e.g. utilities or tourism
    • G06Q50/01Social networking
    • GPHYSICS
    • G06COMPUTING; CALCULATING; COUNTING
    • G06KRECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS

Similar Documents

Publication Publication Date Title
Quan et al. Simulation optimization via kriging: a sequential search using expected improvement with computing budget constraints
Narne et al. AI-Driven Decision Support Systems in Management: Enhancing Strategic Planning and Execution
Miró-Quesada et al. A Bayesian approach for multiple response surface optimization in the presence of noise variables
Picheny et al. A benchmark of kriging-based infill criteria for noisy optimization
Chang et al. Identification of the technology life cycle of telematics: A patent-based analytical perspective
Cerqueira et al. Arbitrage of forecasting experts
Ajdari et al. An adaptive exploration-exploitation algorithm for constructing metamodels in random simulation using a novel sequential experimental design
US20120310939A1 (en) Systems And Methods For Clustering Time Series Data Based On Forecast Distributions
Xu et al. Empirical stochastic branch-and-bound for optimization via simulation
Jankovic et al. Towards feature-based performance regression using trajectory data
Peremezhney et al. Combining Gaussian processes, mutual information and a genetic algorithm for multi-target optimization of expensive-to-evaluate functions
Brantley et al. Efficient simulation budget allocation with regression
Brown et al. Dynamic programs with shared resources and signals: Dynamic fluid policies and asymptotic optimality
Xiao et al. Simulation optimization using genetic algorithms with optimal computing budget allocation
Argiento et al. A “density-based” algorithm for cluster analysis using species sampling Gaussian mixture models
Karimi-Nasab et al. Multi-objective production scheduling with controllable processing times and sequence-dependent setups for deteriorating items
Chong et al. A data mining approach to process optimization without an explicit quality function
Wu et al. Robust risk-aware option hedging
Marino et al. Compressive Big Data Analytics: An ensemble meta-algorithm for high-dimensional multisource datasets
Lessani et al. SGWR: similarity and geographically weighted regression
Goktas et al. Using PLS-SEM and XAI for causal-predictive services marketing research
Porreca et al. Identification of genetic network dynamics with unate structure
Almomani et al. Selecting a good stochastic system for the large number of alternatives
Nishihara Real options with synergies: Static versus dynamic policies
Murua et al. Semiparametric Bayesian regression via Potts model