Title :
SimOpt: A library of simulation optimization problems
Author :
Pasupathy, Raghu ; Henderson, Shane G.
Author_Institution :
Ind. & Syst. Eng., Virginia Tech, Blacksburg, VA, USA
Abstract :
We present SimOpt - a library of simulation-optimization problems intended to spur development and comparison of simulation-optimization methods and algorithms. The library currently has over 50 problems that are tagged by important problem attributes such as type of decision variables, and nature of constraints. Approximately half of the problems in the library come with a downloadable simulation oracle that follows a standardized calling protocol. We also propose the idea of problem and algorithm wrappers with a view toward facilitating assessment and comparison of simulation optimization algorithms.
Keywords :
mathematics computing; optimisation; protocols; software libraries; SimOpt; constraint nature; decision variables; downloadable simulation oracle; simulation optimization problem library; standardized calling protocol; Covariance matrix; Electronic publishing; Internet; Libraries; Mathematical model; Modeling;
Conference_Titel :
Simulation Conference (WSC), Proceedings of the 2011 Winter
Conference_Location :
Phoenix, AZ
Print_ISBN :
978-1-4577-2108-3
Electronic_ISBN :
0891-7736
DOI :
10.1109/WSC.2011.6148097