Lightning Talk 2: Simulation-Based Robust and Adaptive Optimization Method for Heteroscedastic Transportation Problems
Title: Simulation-Based Robust and Adaptive Optimization Method for Heteroscedastic Transportation Problems
Authors: Ziyuan Gu, Yifan Li, Meead Saberi, Zhiyuan Liu
Abstract: Simulation-based optimization is an effective solution to complex transportation problems relying on stochastic simulations. However, existing studies generally performed a fixed number of evaluations for each decision vector across the design space, overlooking simulation heteroscedasticity and its effects on solution efficiency and robustness. In...
Keywords: Simulation-based optimization; Robust design; Computational resources allocation; Bayesian inference; Heteroscedasticity