Generalized response surface methodology: a new metaheuristic

Jack P.C. Kleijnen

No 77, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: Generalized Response Surface Methodology (GRSM) is a novel general-purpose metaheuristic based on Box and Wilson.s Response Surface Methodology (RSM). Both GRSM and RSM estimate local gradients to search for the optimal solution. These gradients use local first-order polynomials. GRSM, however, uses these gradients to estimate a better search direction than the steepest ascent direction used by RSM. Moreover, GRSM allows multiple responses, selecting one response as goal and the other responses as constrained variables. Finally, these estimated gradients may be used to test whether the estimated solution is indeed optimal. The focus of this paper is optimization of simulated systems.

JEL-codes: C0 C1 C9 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp and nep-ecm
Date: 2006
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Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubcen:200677

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