A best-first search approach for determining starting regions in simulation optimization
Titel:
A best-first search approach for determining starting regions in simulation optimization
Auteur:
Rees, Loren Paul Greenwood, Allen G. Siochi, Fernando C.
Verschenen in:
IIE transactions
Paginering:
Jaargang 34 (2002) nr. 3 pagina's 283-295
Jaar:
2002-03-01
Inhoud:
Many simulation optimization approaches assume that a “good” starting point is identified, that the design grid (i.e., spacing of runs for searching) is known, and the only one basic search method need be employed. Often, however, one or more of these items is unknown or is inappropriate. These assumptions can lead to an unnecessary expenditure of simulation runs, failure to find the simulation optimum, and/or a false declaration of the optimal conditions. This article proposes that an approach based on best-first search be used to determine the optimization starting region, starting point, and design grid. The best-first search works in concert with a divide-and-conquer strategy for partitioning the search space and a safely net that acts as a conservative check to prevent permanent pruning of desirable regions. The methodology is demonstrated and shown to be successful on three example problems.