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SSRN Electronic Journal
Article . 2006 . Peer-reviewed
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Generalized Response Surface Methodology: A New Metaheuristic

A New Metaheuristic
Authors: Kleijnen, J.P.C.;

Generalized Response Surface Methodology: A New Metaheuristic

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.

Country
Netherlands
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Keywords

experimental design;multivariate regression analysis;least squares;Karush-Kuhn-Tucker conditions;bootstrap, experimental design; multivariate regression analysis; least squares; Karush-Kuhn-Tucker conditions; bootstrap, experimental design, least squares, multivariate regression analysis, bootstrap, Karush-Kuhn-Tucker conditions, jel: jel:C9, jel: jel:C0, jel: jel:C1

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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    2
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
bronze