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

Kuo-Hao Chang
Kuo-Hao Chang
[email protected]
Department of Industrial Engineering and Engineering Management, National Tsing Hua University, Hsinchu 30013, Taiwan
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,
L. Jeff Hong
L. Jeff Hong
[email protected]
Department of Industrial Engineering and Logistics Management, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
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,
Hong Wan
Hong Wan
[email protected]
School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47906
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Department of Industrial Engineering and Engineering Management, National Tsing Hua University, Hsinchu 30013, Taiwan

Department of Industrial Engineering and Logistics Management, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong

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Hong Wan

[email protected]

School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47906

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Published Online:11 Apr 2012https://doi.org/10.1287/ijoc.1120.0498

Supplemental Material

ijoc.1120.0498-sm-ec.pdf (92 KB)

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cover image INFORMS Journal on Computing

Volume 25, Issue 2

Spring 2013

Pages 193-393

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Received:March 01, 2010
Accepted:December 01, 2011
Published Online:April 11, 2012

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Kuo-Hao Chang, L. Jeff Hong, Hong Wan, (2012) Stochastic Trust-Region Response-Surface Method (STRONG)—A New Response-Surface Framework for Simulation Optimization. INFORMS Journal on Computing 25(2):230-243.

https://doi.org/10.1287/ijoc.1120.0498

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

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