Response surface methodology's steepest ascent and step size revisited:: Correction

被引:6
|
作者
Kleijnen, JPC
den Hertog, D
Angün, E
机构
[1] Tilburg Univ, Dept Informat Syst & Management, Ctr Econ Res, NL-5000 LE Tilburg, Netherlands
[2] Galatasaray Univ, Istanbul, Turkey
[3] Tilburg Univ, Dept Econometr & Operat Res, Ctr, NL-5000 LE Tilburg, Netherlands
关键词
heuristics; metaheuristics; RSM; statistical analysis; scale-dependence;
D O I
10.1016/j.ejor.2004.10.024
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
This Short Communication corrects Table 1 and Figs. 2 and 3 that were published in a recent article by the same authors, in this journal. The article discussed response surface methodology (RSM), which searches for the input combination maximizing the output of a real or simulated system. RSM uses steepest ascent (SA), which is scale-dependent. The article derived scale-independent `adapted' SA (ASA). The two search directions were explored in Monte Carlo experiments. Unfortunately, the canonical and the non-canonical cases were mixed up. This Communication still shows that-in general-ASA gives a better search direction than SA. (c) 2004 Elsevier B.V. All rights reserved.
引用
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页码:664 / 666
页数:3
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