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Integration of statistical selection with search mechanism for solving multi-objective simulation-optimization problems

Published: 03 December 2006 Publication History

Abstract

In this paper, we consider a multi-objective simulation optimization problem with three features: huge solution space, high uncertainty in performance measures, and multi-objective problem which requires a set of nondominated solutions. Our main purpose is to study how to integrate statistical selection with search mechanism to address the above difficulties, and to present a general solution framework for solving such problems. Here due to the multi-objective nature, statistical selection is done by the multi-objective computing budget allocation (MOCBA) procedure. For illustration, MOCBA is integrated with two meta-heuristics: multi-objective evolutionary algorithm (MOEA) and nested partitions (NP) to identify the nondominated solutions for two inventory management case study problems. Results show that, the integrated solution framework has improved both search efficiency and simulation efficiency. Moreover, it is capable of identifying a set of non-dominated solutions with high confidence.

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Cited By

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  • (2011)Multi-objective COMPASS for discrete optimization via simulationProceedings of the Winter Simulation Conference10.5555/2431518.2432004(4070-4079)Online publication date: 11-Dec-2011
  • (2009)A multi-objective selection procedure of determining a Pareto setComputers and Operations Research10.1016/j.cor.2008.06.00336:6(1872-1879)Online publication date: 1-Jun-2009
  • (2008)A new perspective on feasibility determinationProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516803(273-280)Online publication date: 7-Dec-2008

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cover image ACM Conferences
WSC '06: Proceedings of the 38th conference on Winter simulation
December 2006
2429 pages
ISBN:1424405017

Sponsors

  • IIE: Institute of Industrial Engineers
  • ASA: American Statistical Association
  • IEICE ESS: Institute of Electronics, Information and Communication Engineers, Engineering Sciences Society
  • IEEE-CS\DATC: The IEEE Computer Society
  • SIGSIM: ACM Special Interest Group on Simulation and Modeling
  • NIST: National Institute of Standards and Technology
  • (SCS): The Society for Modeling and Simulation International
  • INFORMS-CS: Institute for Operations Research and the Management Sciences-College on Simulation

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Winter Simulation Conference

Publication History

Published: 03 December 2006

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WSC06
Sponsor:
  • IIE
  • ASA
  • IEICE ESS
  • IEEE-CS\DATC
  • SIGSIM
  • NIST
  • (SCS)
  • INFORMS-CS
WSC06: Winter Simulation Conference 2006
December 3 - 6, 2006
California, Monterey

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WSC '06 Paper Acceptance Rate 177 of 252 submissions, 70%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

View all
  • (2011)Multi-objective COMPASS for discrete optimization via simulationProceedings of the Winter Simulation Conference10.5555/2431518.2432004(4070-4079)Online publication date: 11-Dec-2011
  • (2009)A multi-objective selection procedure of determining a Pareto setComputers and Operations Research10.1016/j.cor.2008.06.00336:6(1872-1879)Online publication date: 1-Jun-2009
  • (2008)A new perspective on feasibility determinationProceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516803(273-280)Online publication date: 7-Dec-2008

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