Gradient Based Criteria for Sequential Design
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Authors
Erickson, Collin B.
Ankenman, Bruce E.
Plumlee, Matthew
Sanchez, Susan M.
Subjects
Advisors
Date of Issue
2018-12
Date
Publisher
IEEE
Language
Abstract
Computer simulation experiments are commonly used as an inexpensive alternative to real-world experiments to form a metamodel that approximates the input-output relationship of the real-world experiment. While a user may want to understand the entire response surface, they may also want to focus on interesting regions of the design space, such as where the gradient is large. In this paper we present an algorithm that adaptively runs a simulation experiment that focuses on finding areas of the response surface with a large gradient while also gathering an understanding of the entire surface. We consider the scenario where small batches of points can be run simultaneously, such as with multi-core processors.
Type
Conference Paper
Description
Series/Report No
Department
Operations Research (OR)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
12 p.
Citation
Erickson, Collin B., et al. "Gradient based criteria for sequential design." 2018 Winter Simulation Conference (WSC). IEEE, 2018.
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.