Simulation optimization: a survey of simulation optimization techniques and procedures

Authors:
James R. Swisher;Paul D. Hyden;Sheldon H. Jacobson;Lee W. Schruben
Affiliations:
Mary Washington Hospital, Fredericksburg, VA;Cornell University, Ithaca, NY;University of Illinois at Urbana-Champaign, Urbana, IL;University of California (Berkeley), Berkeley, CA
Venue:
Proceedings of the 32nd conference on Winter simulation
Year:
2000

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Abstract

Discrete-event simulation optimization is a problem of significant interest to practitioners interested in extracting useful information about an actual (or yet to be designed) system that can be modeled using discrete-event simulation. This paper presents a brief survey of the literature on discrete-event simulation optimization over the past decade (1988 to the present). Swisher et al. (2000) provides a more comprehensive review of this topic while Jacobson and Schruben (1989) covers the literature preceding 1988. Optimization of both discrete and continuous input parameters are examined herein. The continuous input parameter case is separated into gradient and non-gradient based optimization procedures. The discrete input parameter case differentiates techniques appropriate for small and for large numbers of feasible input parameter values.