Recent Developments in Metamodel Based Robust Black-Box Simulation Optimization: An Overview

Decision Science Letters, vol. 8, no. 1, pp. 17-44

39 Pages Posted: 23 Jun 2018

See all articles by Amir Parnianifard

Amir Parnianifard

University Putra Malaysia

A Azfanizam

University Putra Malaysia

Mohd Khairol Anuar Mohd Ariffin

University Putra Malaysia

Mohd Idris Shah Ismail

University Putra Malaysia

Nader Ale Ebrahim

Centre for Research Services, Institute of Management and Research Services (IPPP), University of Malaya (UM); University of Malaya (UM) - Department of Engineering Design and Manufacture

Date Written: May 23, 2018

Abstract

In the real world of engineering problems, in order to reduce optimization costs in physical processes, running simulation experiments in the format of computer codes have been conducted. It is desired to improve the validity of simulation-optimization results by attending the source of variability in the model’s output(s). Uncertainty can increase complexity and computational costs in Designing and Analyzing of Computer Experiments (DACE). In this state-of the art review paper, a systematic qualitative and quantitative review is implemented among Metamodel Based Robust Simulation Optimization (MBRSO) for black-box and expensive simulation models under uncertainty. This context is focused on the management of uncertainty, particularly based on the Taguchi worldview on robust design and robust optimization methods in the class of dual response methodology when simulation optimization can be handled by surrogates. At the end, while both trends and gaps in the research field are highlighted, some suggestions for future research are directed.

Keywords: Simulation optimization, Robust design, Metamodel, Polynomial regression, Kriging, Computer experiments

JEL Classification: M11, L15, L23, O14

Suggested Citation

Parnianifard, Amir and Azfanizam, A and Ariffin, Mohd Khairol Anuar Mohd and Ismail, Mohd Idris Shah and Ale Ebrahim, Nader, Recent Developments in Metamodel Based Robust Black-Box Simulation Optimization: An Overview (May 23, 2018). Decision Science Letters, vol. 8, no. 1, pp. 17-44. Available at SSRN: https://ssrn.com/abstract=3192794

Amir Parnianifard

University Putra Malaysia ( email )

Selangor Darul Ehsan
Serdang, Selangor 43400
Malaysia
00989138207031 (Phone)

HOME PAGE: http://https://sites.google.com/site/aparnianifard/

A Azfanizam

University Putra Malaysia ( email )

Selangor Darul Ehsan
Serdang, Selangor 43400
Malaysia

Mohd Khairol Anuar Mohd Ariffin

University Putra Malaysia ( email )

Selangor Darul Ehsan
Serdang, Selangor 43400
Malaysia

Mohd Idris Shah Ismail

University Putra Malaysia ( email )

Selangor Darul Ehsan
Serdang, Selangor 43400
Malaysia

Nader Ale Ebrahim (Contact Author)

Centre for Research Services, Institute of Management and Research Services (IPPP), University of Malaya (UM) ( email )

Kuala Lumpur, Wilayah Persekutuan 50603
University of Malaya (UM)
Kuala Lumpur, Wilayah Persekutuan 50603
Malaysia

HOME PAGE: http://https://umresearch.um.edu.my/

University of Malaya (UM) - Department of Engineering Design and Manufacture ( email )

Kuala Lumpur, 50603
Malaysia

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