Single run optimization of discrete event simulations-An empirical study using the M/M/1 queue

Single run optimization of discrete event simulations-An empirical study using the M/M/1 queue

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Article ID: iaor19881274
Country: United States
Volume: 21
Issue: 1
Start Page Number: 35
End Page Number: 49
Publication Date: Mar 1989
Journal: IIE Transactions
Authors: ,
Keywords: queues: theory, statistics: empirical
Abstract:

Simulation modeling has been widely used to analyze complex stochastic systems, such as, to compute some performance measures of a modern manufacturing facility. Often, we are interested in optimizing these performance measures of the system with respect to some controllable parameters. Traditional methods to find an optimum of a simulation model usually require making a number of simulation runs, which can be computationally intensive. This study proposes a stochastic optimization method to optimize a simulation model in a single simulation run, with the potential of large savings in computational effort. Two algorithms based on this method are developed and evaluated empirically using an M/M/1 queue problem. Experimental results show that the algorithms, especially one of them, are promising and that this approach merits further investigation.

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