Allocation of simulation runs for simulation optimization

  • Authors:
  • Alireza Kabirian;Sigurdur Olafsson

  • Affiliations:
  • Iowa State University, Ames, IA;Iowa State University, Ames, IA

  • Venue:
  • Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

Simulation optimization (SO) is the process of finding the optimum design of a system whose performance measure(s) are estimated via simulation. We propose some ideas to improve overall efficiency of the available SO methods and develop a new approach that primarily deals with continuous two dimensional problems with bounded feasible region. Our search based method, called Adaptive Partitioning Search (APS), uses a neural network as meta-model and combines various exploitation strategies to locate the optimum. Our numerical results show that in terms of the number of evaluations (simulation runs) needed, the APS algorithm converges much faster to the optimum design than two well established methods used as benchmark.