A comprehensive literature classification of simulation optimisation methods

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of 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). The survey focuses specifically on the SO problem that involves single per-formance measureSimulation Optimization, classification methods, literature survey

Hybrid simulation-optimization methods: A taxonomy and discussion

The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields.The possibilities of combining simulation and optimization are vast and the appropriate design highly depends on the problem characteristics. Therefore, it is very important to have a good overview of the different approaches. The taxonomies and classifications proposed in the literature do not cover the complete range of methods and overlook some important criteria. We provide a taxonomy that aims at giving an overview of the full spectrum of current simulation-optimization approaches. Our study may guide researchers who want to use one of the existing methods, give insights into the cross-fertilization of the ideas applied in those methods and create a standard for a better communication in the scientific community. Future reviews can use the taxonomy here described to classify both general approaches and methods for specific application fields. (C) 2014 Elsevier B.V. All rights reserved

A comprehensive literature classification of simulation optimisation methods

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of 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). The survey focuses specifically on the SO problem that involves single per-formance measur

A comprehensive literature classification of simulation optimisation methods

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of 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). The survey focuses specifically on the SO problem that involves single per-formance measur

Tabu search with fully sequential procedure for simulation optimization

Cataloged from PDF version of article.Simulation is a descriptive technique that is used to understand the behaviour of both conceptual and real systems. Most of the real life systems are dynamic and stochastic that it may be very difficult to derive analytical representation. Simulation can be used to model and to analyze these systems. Although simulation provides insightful information about the system behaviour, it cannot be used to optimize the system performance. With the development of the metaheuristics, the concept simulation optimization has became a reality in recent years. A simulation optimization technique uses simulation as an evaluator, and tries to optimize the systems performance by setting appropriate values of simulation input. On the other hand, statistical ranking and selection procedures are used to find the best system design among a set of alternatives with a desired confidence level. In this study, we combine these two methodologies and investigate the performance of the hybrid procedure. Tabu Search (TS) heuristic is combined with the Fully Sequential Procedure (FSP) in simulation optimization context. The performance of the combined procedure is examined in four different systems. The effectiveness of the FSP is assessed considering the computational effort and the convergence to the best (near optimal) solution.Çevik, SavaşM.S

Investigation of a Neural Network Methodology to Predict Transient Performance in Fms

Most rapid analytical evaluative models for Flexible Manufacturing Systems (FMSs) are based on the steady-state performance. There is a practical need to develop robust, easy to construct, and transportable transient-state evaluative models for FMSs. This study proposes an ANN based metamodeling framework that can capture various post disruption system behaviors of FMS. The proposed ANN based meta-modeling scheme consists of a hierarchical taxonomy of mutilple ANNs. Each set of ANNs collectively represents a different part of the underlying system modeling domain. The taxonomical arrangement of multiple ANNs overcomes shortcomings often found in single ANN based meta-modeling schemes. These shortcomings are generally related to the limited knowledge acquisition capability of these schemes. The study uses an Extend based discrete simulation model that is built after an experimental FMS with a limited disruption trigger and handling capabilities. The simulation model is used to study various post-disruption behaviors by a given FMS and to study the feasibility of the proposed modeling scheme as a viable means to provide "lookahead" capability for a low level controller.Findings and Conclusions: The proposed ANN based metamodeling approach using multiple ANNs, in a taxonomically organized modeling structure, is an efficient way to capture multiple target performance index observation processes with a similar overall post-disruption behavior pattern. Despite its accuracy issues, this methodology was proven especially effective when it has to deal with noisy time series such as TIS at observation under a data rich environment. The study is to prove that the proposed methodology could be a viable means to model transient system behaviors. As long as individual observation processes of the selected performance index can keep their variances smaller among themselves, the accuracy of the overall model would be acceptable. This non-parametric performance modeling technique using hierarchically organized multiple ANNs, is worth further investigation.Industrial Engineering & Managemen

SINGLE RUN OPTIMIZATION USING THE REVERSE-SIMULATION METHOD

developed to solve system design problems which can not be expressed in explicit analytical or mathematical models. In particular, we explore a new paradigm called the “Reverse-Simulation optimization method ” which is quite different from current simulation optimization methods in the literature. This paper focuses on the method of on-line determination of steady-state, which is a very important issue in Reverse-Simulation optimization, and the construction of a Reverse-Simulation algorithm with expert systems. The proposed algorithm finds the steady-state of a system and an optimal state. The algorithm employs the Lyapunov exponent of Chaos theory to determine bot