Feature Article: Optimization for simulation: Theory vs. Practice

  • Authors:
  • Michael C. Fu

  • Affiliations:
  • -

  • Venue:
  • INFORMS Journal on Computing
  • Year:
  • 2002

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Abstract

Probably one of the most successful interfaces between operations research and computer science has been the development of discrete-event simulation software. The recent integration of optimization techniques into simulation practice, specically into commercial software, has become nearly ubiquitous, as most discrete-event simulation packages now include some form of ?optimization? routine. The main thesis of this article, how-ever,is that there is a disconnect between research in simulation optimization--which has addressed the stochastic nature of discrete-event simulation by concentratingon theoretical results of convergence and specialized algorithms that are mathematically elegant--and the recent software developments, which implement very general algorithms adopted from techniques in the deterministic optimization metaheuristic literature (e.g., genetic algorithms, tabu search, artificial neural networks). A tutorial exposition that summarizes the approaches found in the research literature is included, as well as a discussion contrasting these approaches with the algorithms implemented in commercial software. The article concludes with the author's speculations on promising research areas and possible future directions in practice.