A Combined Procedure for Optimization via Simulation

Juta Pichitlamken*, Barry L. Nelson

*Corresponding author for this work

Research output: Contribution to journalArticle

79 Scopus citations

Abstract

The problem of optimizing the expected performance of a discrete-event, stochastic system was studied. The study proposed an optimization-via-simulation algorithm for solving the stochastic, discrete-event simulation problem. The decision variables of the system were such that they might be subjected to the deterministic linear integer constraints. The proposed approach, which consisted of a global guidance system, a selection-of-the-best procedure, and local improvement method, was globally convergent under mild conditions.

Original languageEnglish (US)
Pages (from-to)155-179
Number of pages25
JournalACM Transactions on Modeling and Computer Simulation
Volume13
Issue number2
DOIs
StatePublished - Apr 2003

Keywords

  • Random search
  • Ranking and selection
  • Stochastic optimization

ASJC Scopus subject areas

  • Modeling and Simulation
  • Computer Science Applications

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