Cited By
View all- Ankenman BCheng RLewis S(2014)Screening for Dispersion Effects by Sequential BifurcationACM Transactions on Modeling and Computer Simulation10.1145/265136425:1(1-27)Online publication date: 8-Dec-2014
A polytope method for estimating factor main effects efficiently
Abstract
Consider the problem of identifying important factors influencing a response in a simulation experiment where the number of factors is large. When the direction of the effect of factors is known, the method of sequential bifurcation is effective for quickly removing non-influential factors. Though good, the method is not fully efficient in that not all the information available is fully utilized. We present a method based on a polytope construction that makes use of all available information and which is therefore more efficient. In this paper we focus on the deterministic case to highlight its theoretical foundation. The method can however be extended to the stochastic case. Numerical examples are given comparing the new method with sequential bifurcation showing its improved performance.
References
[1]
Bettonvil, B and J. P. C. Kleijnen. 1997. Searching for important factors in simulation models with many factors: Sequential Bifurcation. European Journal of Operational Research. 96 (1): 180--194.
[2]
Cheng, R. C. H. 1997. Searching for important factors: sequential bifurcation under uncertainty. In Proceedings of the 1997 Winter Simulation Conference, eds: S. Andradottir, K. J. Healy, D. H. Withers and B. L. Nelson. IEEE, Piscataway, 275--280.
[3]
Freund, R. M., R. Roundy, and M. J. Todd. 1985. Identifying the set of always active constraints in a system of linear inequalities by a single linear program. Sloan W. P. No. 1674--85 (Rev)
[4]
Searle, S. R. 1971. Linear Models. New York: Wiley.
[5]
Wan, H., Ankenman, B. E. and Nelson, B. L. 2006. Controlled sequential bifurcation: a new factor-screening method for discrete-event simulation. To appear in Operations Research.
- A polytope method for estimating factor main effects efficiently
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Information & Contributors
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Published In
December 2006
2429 pages
ISBN:1424405017
- Editors:
- L. Felipe Perrone,
- Barry G. Lawson,
- Jason Liu,
- Frederick P. Wieland,
- General Chair:
- David Nicol,
- Program Chair:
- Richard Fujimoto
Sponsors
- IIE: Institute of Industrial Engineers
- ASA: American Statistical Association
- IEICE ESS: Institute of Electronics, Information and Communication Engineers, Engineering Sciences Society
- IEEE-CS\DATC: The IEEE Computer Society
- SIGSIM: ACM Special Interest Group on Simulation and Modeling
- NIST: National Institute of Standards and Technology
- (SCS): The Society for Modeling and Simulation International
- INFORMS-CS: Institute for Operations Research and the Management Sciences-College on Simulation
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Winter Simulation Conference
Publication History
Published: 03 December 2006
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WSC06
Sponsor:
- IIE
- ASA
- IEICE ESS
- IEEE-CS\DATC
- SIGSIM
- NIST
- (SCS)
- INFORMS-CS
Acceptance Rates
WSC '06 Paper Acceptance Rate 177 of 252 submissions, 70%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%
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View all- Ankenman BCheng RLewis S(2014)Screening for Dispersion Effects by Sequential BifurcationACM Transactions on Modeling and Computer Simulation10.1145/265136425:1(1-27)Online publication date: 8-Dec-2014
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