An application of optimization-by-simulation to discrete variable systems
WSC '85 Proceedings of the 17th conference on Winter simulation
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This paper describes a two-phase approach to systems optimization via computer simulation experimentation. In the first phase, Box's Complex Search is employed to search from some initial set of simulation trials X1..., XK to an estimated optimum solution X*. Then a second-order response surface is fitted to these K points, or to some subset thereof, and analyzed through classical optimization procedures to gain yet another estimate X**. If y(X*) and y(X**) are sufficiently close, and X* and X** are close together, then the superior solution can be chosen. If either y(X*) is not close to y(X**), or X* is not close to X**, additional simulation trials in the neighborhood of X* and X** should be conducted to seek improved solutions.