Title :
A combined procedure for optimization via simulation
Author :
Pichitlamken, Juta ; Nelson, Barry L.
Author_Institution :
Dept. of Ind. Eng., Kasetsart Univ., Bangkok, Thailand
Abstract :
We propose an optimization-via-simulation algorithm for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables may be subject to deterministic linear integer constraints. Our approach-which consists of a global guidance system, a selection-of-the-best procedure, and local improvement-is globally convergent under very mild conditions.
Keywords :
discrete event simulation; optimisation; decision variables; deterministic linear integer constraints; global guidance system; local improvement; optimization-via-simulation algorithm; performance measure; selection-of-the-best procedure; stochastic discrete-event simulation; Computational modeling; Constraint optimization; Design optimization; Discrete event simulation; Engineering management; Industrial engineering; Probability; Response surface methodology; Statistics; Stochastic processes;
Conference_Titel :
Simulation Conference, 2002. Proceedings of the Winter
Print_ISBN :
0-7803-7614-5
DOI :
10.1109/WSC.2002.1172898
