2006
DOI: 10.1109/tdsc.2006.28
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Combining Response Surface Methodology with Numerical Methods for Optimization of Markovian Models

Abstract: In general, decision support is one of the main purposes of model-based analysis of systems. Response surface methodology (RSM) is an optimization technique that has been applied frequently in practice, but few automated variants are currently available. In this paper, we show how to combine RSM with numerical analysis methods to optimize continuous time Markov chain models. Among the many known numerical solution methods for large Markov chains, we consider a Gauss-Seidel solver with relaxation that relies on… Show more

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Cited by 14 publications
(6 citation statements)
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“…This approach is model free, well established and fairly straightforward to apply, but it is not implemented in any of the commercial packages. The primary drawback is the excessive use of simulation points in one area before exploring other parts of the search space [49,50]. This can be especially exacerbated when the number of input variables is large.…”
Section: Response Surface Methodology (Rsm)mentioning
confidence: 99%
“…This approach is model free, well established and fairly straightforward to apply, but it is not implemented in any of the commercial packages. The primary drawback is the excessive use of simulation points in one area before exploring other parts of the search space [49,50]. This can be especially exacerbated when the number of input variables is large.…”
Section: Response Surface Methodology (Rsm)mentioning
confidence: 99%
“…However, both works do neither consider hardware resource assignment parameters nor multitenancy aspects and limit their evaluation to small database scale factors. Experiment design methods, such as fractional factorial and response surface designs are successfully used in [22] to approximate and optimize Markovian models, but the focus is put on optimization of a theoretical model rather than a real system.…”
Section: Related Workmentioning
confidence: 99%
“…Transient states are called phases in general. Continuous PH distribution can be categorized into several subclasses according to the structure of T [29]. When phase transition is acyclic, the corresponding PH distribution is called acyclic PH distribution (APH).…”
Section: Continuous Ph Distributionmentioning
confidence: 99%