A polytope method for estimating factor main effects efficiently

Bruce E Ankenman, Russell C.H. Cheng, Susan M. Lewis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Scopus citations

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 2006 Winter Simulation Conference, WSC
Pages369-375
Number of pages7
DOIs
StatePublished - Dec 1 2006
Event2006 Winter Simulation Conference, WSC - Monterey, CA, United States
Duration: Dec 3 2006Dec 6 2006

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736

Other

Other2006 Winter Simulation Conference, WSC
CountryUnited States
CityMonterey, CA
Period12/3/0612/6/06

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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