Transcript SB metaphor: lake, dam & rocks

Chapter 6 (DASE):
Screening
Jack P.C. Kleijnen
Course ‘Simulation for Logistics’ 2008
Technical University Eindhoven
November 18
DASE Chapters 6 TUE 2008
SB metaphor: lake, dam & rocks
5000000
U(9) = 4,989,100
4500000
U(10) = 4,218,184
4000000
3500000
U(11) = 3,167,055
3000000
2500000
2000000
1500000
1000000
500000
U(21) = 87,759
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DASE Chapters 6 TUE 2008
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Screening: SB
Example: supply chain; 92 factors; 10 factors remain
after 19 simulated input combinations
Procedure (also see previous Figure):
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Aggregate factors into groups
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Experiment (simulate) with group factors
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Split important groups; ignore unimportant
SB assumptions:
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1st-order polynomial & two-factor interactions
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Known positive signs: no canceling out
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‘Strong heredity’: b(j) = 0 → b(j, j’) = 0
DASE Chapters 6 TUE 2008