Optimization via simulation: two-stage NP method with inheritance

The nested partitions method is a flexible and effective framework of optimizing large-scale problems with combinatorial structure. In this paper we consider the nested partitions method for simulation optimization and propose a new variant that uses inheritance to speed convergence. The new nested partitions method with inheritance algorithm performs well for when applied to test problems but it also calls for new analysis of convergence.

[1]  Fred W. Glover,et al.  Optimization and system selection: simulation/optimization using "real-world" applications , 2001, WSC '01.

[2]  Leyuan Shi,et al.  Nested Partitions Method for Global Optimization , 2000, Oper. Res..

[3]  L. Schruben,et al.  A Review of Techniques for Simulation Optimization , 1986 .

[4]  Leyuan Shi,et al.  An integrated framework for deterministic and stochastic optimization , 1997, WSC '97.

[5]  Sigrún Andradóttir,et al.  A review of simulation optimization techniques , 1998, 1998 Winter Simulation Conference. Proceedings (Cat. No.98CH36274).

[6]  Barry L. Nelson,et al.  Two-Stage Multiple Comparisons with the Best for Computer Simulation , 1995, Oper. Res..

[7]  Stephen E. Chick,et al.  A decision-theoretic approach to screening and selection with common random numbers , 1999, WSC '99.

[8]  Y. Rinott On two-stage selection procedures and related probability-inequalities , 1978 .

[9]  Stephen E. Chick Selecting the best system: a decision-theoretic approach , 1997, WSC '97.

[10]  Leyuan Shi,et al.  Nested Partitions Method for Stochastic Optimization , 2000 .

[11]  James P. Kelly,et al.  Simulation/optimization using "real-world" applications , 2001, Proceeding of the 2001 Winter Simulation Conference (Cat. No.01CH37304).

[12]  Stephen E. Chick,et al.  New results on procedures that select the best system using CRN , 2000, 2000 Winter Simulation Conference Proceedings (Cat. No.00CH37165).

[13]  Sigurdur Ólafsson,et al.  Iterative ranking-and-selection for large-scale optimization , 1999, WSC '99.

[14]  Leyuan Shi,et al.  A method for scheduling in parallel manufacturing systems with flexible resources , 2000 .

[15]  Sigurdur Ólafsson,et al.  Towards a framework for black-box simulation optimization , 2001, Proceeding of the 2001 Winter Simulation Conference (Cat. No.01CH37304).

[16]  Barry L. Nelson,et al.  Statistical screening, selection, and multiple comparison procedures in computer simulation , 1998, 1998 Winter Simulation Conference. Proceedings (Cat. No.98CH36274).