Title :
An approach for finding discrete variable design alternatives using a simulation optimization method
Author :
Lee, Young Hae ; Park, Kyoung Jong ; Kim, Tag Gon
Author_Institution :
Dept. of Ind. Eng., Hanyang Univ., Seoul, South Korea
fDate :
6/21/1905 12:00:00 AM
Abstract :
This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an autoregressive model, and construct mean and confidence intervals for evaluating correctly the objective function obtained by a small amount of output data. The experimental results using the proposed method are also shown
Keywords :
autoregressive processes; discrete event simulation; discrete event systems; optimisation; autoregressive model; confidence intervals; discrete simulation optimization; discrete variable design; experimental results; objective function; output data; probabilistic discrete event system; Algorithm design and analysis; Analytical models; Costs; Design methodology; Discrete event simulation; Discrete event systems; Optimization methods; Steady-state; Stochastic processes; Stochastic systems;
Conference_Titel :
Simulation Conference Proceedings, 1999 Winter
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5780-9
DOI :
10.1109/WSC.1999.823185
