The role of learning on industrial simulation design and analysis

The capability of modeling real-world system operations has turned simulation into an indispensable problemsolving methodology for business system design and analysis. Today, simulation supports decisions ranging from sourcing to operations to finance, starting at the strategic level and proceeding towards tactical and operational levels of decision-making. In such a dynamic setting, the practice of simulation goes beyond being a static problem-solving exercise and requires integration with learning. This article discusses the role of learning in simulation design and analysis motivated by the needs of industrial problems and describes how selected tools of statistical learning can be utilized for this purpose

PointMap: A real-time memory-based learning system with on-line and post-training pruning

Also published in the International Journal of Hybrid Intelligent Systems, Volume 1, January, 2004A memory-based learning system called PointMap is a simple and computationally efficient extension of Condensed Nearest Neighbor that allows the user to limit the number of exemplars stored during incremental learning. PointMap evaluates the information value of coding nodes during training, and uses this index to prune uninformative nodes either on-line or after training. These pruning methods allow the user to control both a priori code size and sensitivity to detail in the training data, as well as to determine the code size necessary for accurate performance on a given data set. Coding and pruning computations are local in space, with only the nearest coded neighbor available for comparison with the input; and in time, with only the current input available during coding. Pruning helps solve common problems of traditional memory-based learning systems: large memory requirements, their accompanying slow on-line computations, and sensitivity to noise. PointMap copes with the curse of dimensionality by considering multiple nearest neighbors during testing without increasing the complexity of the training process or the stored code. The performance of PointMap is compared to that of a group of sixteen nearest-neighbor systems on benchmark problems.This research was supported by grants from the Air Force Office of Scientific Research (AFOSR F49620-98-l-0108, F49620-0l-l-0397, and F49620-0l-l-0423) and the Office of Naval Research (ONR N00014-0l-l-0624)

Heterogeneous Batch Distillation Processes: Real System Optimisation

In this paper, optimisation of batch distillation processes is considered. It deals with real systems with rigorous simulation of the processes through the resolution full MESH differential algebraic equations. Specific software architecture is developed, based on the BatchColumn® simulator and on both SQP and GA numerical algorithms, and is able to optimise sequential batch columns as long as the column transitions are set. The efficiency of the proposed optimisation tool is illustrated by two case studies. The first one concerns heterogeneous batch solvent recovery in a single distillation column and shows that significant economical gains are obtained along with improved process conditions. Case two concerns the optimisation of two sequential homogeneous batch distillation columns and demonstrates the capacity to optimize several sequential dynamic different processes. For such multiobjective complex problems, GA is preferred to SQP that is able to improve specific GA solutions

Fixed-width output analysis for Markov chain Monte Carlo

Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a target distribution via ergodic averages. A fundamental question is when should sampling stop? That is, when are the ergodic averages good estimates of the desired quantities? We consider a method that stops the simulation when the width of a confidence interval based on an ergodic average is less than a user-specified value. Hence calculating a Monte Carlo standard error is a critical step in assessing the simulation output. We consider the regenerative simulation and batch means methods of estimating the variance of the asymptotic normal distribution. We give sufficient conditions for the strong consistency of both methods and investigate their finite sample properties in a variety of examples