Transfer optimization via simultaneous perturbation stochastic approximation

Authors:
Stacy D. Hill;Michael C. Fu
Affiliations:
The Johns Hopkins University, Applied Physics Laboratory, Laurel, Maryland;College of Business and Management, University of Maryland at College Park, College Park, Maryland
Venue:
WSC '95 Proceedings of the 27th conference on Winter simulation
Year:
1995

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Abstract

We consider the problem of optimizing a transit network with respect to customer service, when simulation of the network is necessary to accurately characterize performance. In particular, we consider the transfer optimization problem, where the goal is to minimize the total expected waiting time of riders by coordinating transfers in the network. We apply the technique of simultaneous perturbation stochastic approximation to optimize system performance. For a simple test case, we provide simulation results and discuss difficulties in applying the technique to this problem, specifically with regard to the smoothness of the objective function.