Simulation Optimization for Manufacturing System Design

A manufacturing system characterized by its stochastic nature, is defined by both qualitative and quantitative variables. Often there exists a situation when a performance measure such as throughput, work-in-process or cycle time of the system needs to be optimized with respect to some decision variables. It is generally convenient to express a manufacturing system in the form of an analytical model, to get the solutions as quickly as possible. However, as the complexity of the system increases, it gets more and more difficult to accommodate that complexity into the analytical model due to the uncertainty involved. In such situations, we resort to simulation modeling as an effective alternative.Equipment selection forms a separate class of problems in the domain of manufacturing systems. It assumes a high significance for capital-intensive industry, especially the semiconductor industry whose equipment cost comprises a significant amount of the total budget spent. For semiconductor wafer fabs that incorporate complex product flows of multiple product families, a reduction in the cycle time through the choice of appropriate equipment could result in significant profits. This thesis focuses on the equipment selection problem, which selects tools for the workstations with a choice of different tool types at each workstation. The objective is to minimize the average cycle time of a wafer lot in a semiconductor fab, subject to throughput and budget constraints. To solve the problem, we implement five simulation-based algorithms and an analytical algorithm. The simulation-based algorithms include the hill climbing algorithm, two gradient-based algorithms biggest leap and safer leap, and two versions of the nested partitions algorithm. We compare the performance of the simulation-based algorithms against that of the analytical algorithm and discuss the advantages of prior knowledge of the problem structure for the selection of a suitable algorithm

Simulation optimization: A comprehensive review on theory and applications

For several decades, simulation has been used as a descriptive tool by the operations research community in the modeling and analysis of a wide variety of complex real systems. With recent developments in simulation optimization and advances in computing technology, it now becomes feasible to use simulation as a prescriptive tool in decision support systems. In this paper, we present a comprehensive survey on techniques for simulation optimization with emphasis given on recent developments. We classify the existing techniques according to problem characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). We discuss the major advantages and possible drawbacks of the different techniques. A comprehensive bibliography and future research directions are also provided in the paper. © "IIE"

Methodological review of multicriteria optimization techniques: aplications in water resources

Multi-criteria decision analysis (MCDA) is an umbrella approach that has been applied to a wide range of natural resource management situations. This report has two purposes. First, it aims to provide an overview of advancedmulticriteriaapproaches, methods and tools. The review seeks to layout the nature of the models, their inherent strengths and limitations. Analysis of their applicability in supporting real-life decision-making processes is provided with relation to requirements imposed by organizationally decentralized and economically specific spatial and temporal frameworks. Models are categorized based on different classification schemes and are reviewed by describing their general characteristics, approaches, and fundamental properties. A necessity of careful structuring of decision problems is discussed regarding planning, staging and control aspects within broader agricultural context, and in water management in particular. A special emphasis is given to the importance of manipulating decision elements by means ofhierarchingand clustering. The review goes beyond traditionalMCDAtechniques; it describes new modelling approaches. The second purpose is to describe newMCDAparadigms aimed at addressing the inherent complexity of managing water ecosystems, particularly with respect to multiple criteria integrated with biophysical models,multistakeholders, and lack of information. Comments about, and critical analysis of, the limitations of traditional models are made to point out the need for, and propose a call to, a new way of thinking aboutMCDAas they are applied to water and natural resources management planning. These new perspectives do not undermine the value of traditional methods; rather they point to a shift in emphasis from methods for problem solving to methods for problem structuring. Literature review show successfully integrations of watershed management optimization models to efficiently screen a broad range of technical, economic, and policy management options within a watershed system framework and select the optimal combination of management strategies and associated water allocations for designing a sustainable watershed management plan at least cost. Papers show applications in watershed management model that integrates both natural and human elements of a watershed system including the management of ground and surface water sources, water treatment and distribution systems, human demands,wastewatertreatment and collection systems, water reuse facilities,nonpotablewater distribution infrastructure, aquifer storage and recharge facilities, storm water, and land use

Improving the efficiency of Bayesian Network Based EDAs and their application in Bioinformatics

Estimation of distribution algorithms (EDAs) is a relatively new trend of stochastic optimizers which have received a lot of attention during last decade. In each generation, EDAs build probabilistic models of promising solutions of an optimization problem to guide the search process. New sets of solutions are obtained by sampling the corresponding probability distributions. Using this approach, EDAs are able to provide the user a set of models that reveals the dependencies between variables of the optimization problems while solving them. In order to solve a complex problem, it is necessary to use a probabilistic model which is able to capture the dependencies. Bayesian networks are usually used for modeling multiple dependencies between variables. Learning Bayesian networks, especially for large problems with high degree of dependencies among their variables is highly computationally expensive which makes it the bottleneck of EDAs. Therefore introducing efficient Bayesian learning algorithms in EDAs seems necessary in order to use them for large problems. In this dissertation, after comparing several Bayesian network learning algorithms, we propose an algorithm, called CMSS-BOA, which uses a recently introduced heuristic called max-min parent children (MMPC) in order to constrain the model search space. This algorithm does not consider a fixed and small upper bound on the order of interaction between variables and is able solve problems with large numbers of variables efficiently. We compare the efficiency of CMSS-BOA with the standard Bayesian network based EDA for solving several benchmark problems and finally we use it to build a predictor for predicting the glycation sites in mammalian proteins

On the Application of Multiobjective Optimization to Software Development Process and Antenna Designing

Esta tesis doctoral, presentada como compendio de artículos, explora los beneficios prácticos del uso combinado de la optimización multi-objetivo con aplicaciones de simulación. En esta tesis, con un caracter de aplicación, se aportan ideas prácticas sobre cómo combinar meta-heurísticas aplicadas a la optimización de problemas con herramientas y técnicas de simulación. La simulación permite estudiar problemas complejos antes de implementarlos en el mundo real. Los problemas de optimización son de los más complicados de resolver. Involucran 3 o más variables y en muchos casos no pueden ser resueltos matemáticamente. La simulación permite modelar el problema, pero son una ayuda insuficiente a la hora de encontrar las mejores soluciones a dicho problema. En estos casos, el trabajo conjunto de la herramienta de simulación con metaheurísticas de optimización permiten abordar estos problemas con costes computacionales razonables, obteniendo resultados muy cercanos al óptimo. Debe tenerse en cuenta que las soluciones de los problemas multiobjetivo contienen un conjunto de variables donde habitualmente mejorar (optimizar) una variable, suponga empeorar (hacer menos óptima) otra(s). Por tanto, lo deseable es encontrar un conjunto de soluciones donde cada variable se optimiza teniendo en cuenta el posible impacto negativo en el resto de variables. A ese conjunto de soluciones, se le suele conocer como el Frente de Pareto Óptimo. Esta tesis presenta dos problemas reales, complejos y pertenecientes a campos totalmente distintos, que han sido resueltos de forma existosa, aplicando la misma técnica: Simulación combinada con optimización multiobjetivo. Esta tesis comienza presentando un caso de técnicas de optimización multiobjetivo a través de la simulación para ayudar a los directores de proyectos de software a encontrar las mejores configuraciones para los proyectos basados ITIL (Information Technology Infrastructure Library), de manera que se optimicen las estimaciones de calendario para un proyecto determinado, el tiempo y la productividad. Los datos de gestión de proyectos pueden obtenerse mediante simulación, por ejemplo, para optimizar el número de recursos utilizados en cada fase de la vida del proyecto. También se presenta otro caso de estudio sobre la forma en que la optimización de la simulación puede ayudar en el diseño de cualquier tipo de antena. En este caso de estudio, el objetivo es lograr una antena helicoidal, de doble banda, lo más compacta posible, para la telemetría, el seguimiento y el control (TTC) de los satélites. En los satélites es esencial reducir el volumen y el peso de los dispositivos instalados, manteniendo al mismo tiempo los requisitos de funcionamiento. Adicionalmente, esta tesis realiza un aporte teórico proponiendo un nuevo algoritmo llamado MNDS (Merge Non-Dominated Sorting) que mejora el rendimiento de los algoritmos de optimización multi-objectivo basados en el cálculo del Pareto Front

Monte Carlo DEA and budget allocation for data collection: An application to measure supply chain efficiency

Ph.DDOCTOR OF PHILOSOPH

Working Notes from the 1992 AAAI Spring Symposium on Practical Approaches to Scheduling and Planning

The symposium presented issues involved in the development of scheduling systems that can deal with resource and time limitations. To qualify, a system must be implemented and tested to some degree on non-trivial problems (ideally, on real-world problems). However, a system need not be fully deployed to qualify. Systems that schedule actions in terms of metric time constraints typically represent and reason about an external numeric clock or calendar and can be contrasted with those systems that represent time purely symbolically. The following topics are discussed: integrating planning and scheduling; integrating symbolic goals and numerical utilities; managing uncertainty; incremental rescheduling; managing limited computation time; anytime scheduling and planning algorithms, systems; dependency analysis and schedule reuse; management of schedule and plan execution; and incorporation of discrete event techniques

Simulation optimisation to inform economic evaluations of sequential therapies for chronic conditions: a case study in Rheumatoid Arthritis

This thesis investigates the problem of treatment sequencing within health economic evaluations. For some chronic conditions, sequences of treatments can be used. When there are a lot of alternative treatments, then the number of possible sequences becomes very large. When undertaking an economic evaluation, it may not be feasible to estimate the costs and benefits of every alternative treatment sequence. The objective of the thesis is to test the feasibility of simulation optimisation methods to find an optimal or set of near-optimal sequences of disease modifying treatments for rheumatoid arthritis in an economic evaluation framework. A large number of economic evaluations have been undertaken to estimate the costs and benefits associated with different treatments for rheumatoid arthritis. Many of these have not considered the downstream sequence of treatments provided, and no published study has considered identifying the best, or optimal, treatment sequence. The published evidence is therefore of limited applicability if the objective is to maximise patient benefit while constrained by a finite budget. It is plausible that decision-makers have developed sub-optimal guidance for rheumatoid arthritis, and this could extend to other chronic conditions. A simulation model can provide an expectation of the population mean costs and benefits for alternative treatment sequences. These models are routinely used to inform health economic evaluations. However, they can be computationally expensive to run, and therefore the evaluation of potentially millions of treatment sequences is not feasible. However, simulation optimisation methods exist to identify a good solution from a simulation model within a feasible period of time. Using these methods within an economic evaluation of treatment sequences has not previously been investigated. In this thesis I highlight the importance of the treatment sequencing problem, review and assess relevant simulation optimisation methods, and implement a simulated annealing algorithm to explore its feasibility and appropriateness. From the implementation case study within rheumatoid arthritis, simulation optimisation via simulated annealing appears to be a feasible method to identify a set of good treatment sequences. However, the method requires a significant amount of time to implement and execute, which may limit its appropriateness for health resource allocation decision making. Further research is required to investigate the generalisability of the method, and further consideration regarding its use in a decision-making context is important