A Framework for Effective Optimization via Simulation

This material is based upon work supported by the National Science Foundation under Grant Nos. DMI-0217860 and DMI-0217690. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.

Principle Investigators

Sigrun Andradottir
School of Industrial and Systems Engineering
Georgia Institute of Technology
Atlanta, GA 30332
sa@isye.gatech.edu

Barry L. Nelson (DMI-0217690)
Department of Industrial Engineering & Management Sciences
Northwestern University
2145 Sheridan Road
Evanston, IL 60208
nelsonb@northwestern.edu


Graduate Students

Andrei A Prudius
School of Industrial and Systems Engineering
Georgia Institute of Technology
Atlanta, GA 30332

L. Jeff Hong
Department of Industrial Engineering & Management Sciences
Northwestern University
2145 Sheridan Road
Evanston, IL 60208


Industrial Sponsors

General Motors R&D

Publications

Sigrun Andradottir, Hayriye Ayhan, and Douglas G. Down. Dynamic Server Allocation for Queueing Networks with Flexible Servers. Operations Research, 2003, 952--968.

Sigrun Andradottir and Mehdi Hosseini-Nasab. Parallel Simulation of Transfer Lines by Time Segmentation. Accepted for publication in the European Journal of Operational Research.

Sigrun Andradottir and Nilay Tanik Argon. Replicated Batch Means for Steady-State Simulations. Submitted for publication.

Sigrun Andradottir and Hayriye Ayhan. Throughput Maximization for Tandem Lines with Two Stations and Flexible Servers. Submitted for publication.

Sigrun Andradottir and Peter W. Glynn. Computing Bayesian Means Using Simulation. Submitted for publication.

Sigrun Andradottir and Mahmoud H. Alrefaei. Discrete Stochastic Optimization Using Variants of the Stochastic Ruler Method. Submitted for publication.

Sigrun Andradottir and Nilay Tanik Argon. Partial Pooling in Tandem Lines with Cooperation and Blocking. Submitted for publication.

Sigrun Andradottir and Barry L. Nelson. A Framework for Effective Optimization via Simulation. Proceedings of the 2003 NSF Design, Service, and Manufacturing Grantees and Research Conference, 2003.

Sigrun Andradottir, Hayriye Ayhan, and Douglas G. Down. Dynamic Allocation of Servers to Tasks for Queueing Systems with Infinite Buffers. Proceedings of the 2003 NSF Design, Service, and Manufacturing Grantees and Research Conference, 2003.

Sigrun Andradottir and Barry L. Nelson. Selection Error Control and Statistical Inference for Simulation Optimization. Proceedings of the 2004 NSF Design, Service, and Manufacturing Grantees and Research Conference, 2004

Sigrun Andradottir and Hayriye Ayhan. Server Assignment Policies for Queueing Systems with Two Stations in Tandem. Proceedings of the 2004 NSF Design, Service, and Manufacturing Grantees and Research Conference, 2004.

L. Jeff Hong and Barry L. Nelson. 2005. The Tradeoff Between Sampling and Switching: New Sequential Procedures for Indifference-zone Selection. IIE Transactions 37, 623-634.

L. J. Hong and B. L. Nelson. 2003. "An Indifference-Zone Selection Procedure with Minimum Switching and Sequential Sampling," 2003 Winter Simulation Conference Proceedings, 474-480.

L. J. Hong and B. L. Nelson. 2004. "Selecting the Best System when Systems are Revealed Sequentially," under review for IIE Transactions.

L. J. Hong and B. L. Nelson. 2005, " A Framework of Locally Convergent Random-Search Algorithms for Discrete Optimization via Simulation," under review for SIAM Journal on Optimization.

S.-H. Kim and B. L. Nelson, "Selecting the Best System," Chapter 18 in Elsevier Handbooks in Operations Research and Management Science: Simulation (eds. S. G. Henderson and B. L. Nelson), Elsevier, forthcoming.

S.-H. Kim and B. L. Nelson. 2003. "Selecting the Best System: Theory and Methods," 2003 Winter Simulation Conference Proceedings, 101-112.

V. Lesnevski, B. L. Nelson and J. Staum. 2005. "Simuation of Coherent Risk Measures Based on Generalized Scenarios," under review for Management Science.

V. Lesnevski, B. L. Nelson and J. Staum, "Simulation of Coherent Risk Measures," 2004 Winter Simulation Conference Proceedings, 1579-1585.

B. L. Nelson and J. Staum. 2005. "Control Variates for Screening, Selection and Estimation of the Best," under review for ACM TOMACS. L. J. Hong and B. L. Nelson. 2005. "Discrete Optimization via Simulation using COMPASS," Operations Research, forthcoming

H. Wan, B. E. Ankenman and B. L. Nelson. 2005. "Controlled Sequential Birfurcation: A New Factor-Screening Method for Discrete-Event Simulation," Operations Research, forthcoming.

H. Wan, B. E. Ankenman and B. L. Nelson. 2004. "Simulation Factor Screening With Controlled Sequential Bifurcation in the Presence of Interactions," under review for Naval Research Logistics.

H. Wan, B. E. Ankenman and B. L. Nelson. 2003. "Controlled Sequential Birfurcation: A New Factor-Screening Method for Discrete-Event Simulation," 2003 Winter Simulation Conference Proceedings, 565-573.

J. R. Wieland and B. L. Nelson, "An Odds-Ratio Indifference-Zone Selection Procedure for Bernoulli Populations," 2004 Winter Simulation Conference Proceedings, 630-638.


Software


last update 9/15/05