Abstract
The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.
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Alon, G., Kroese, D.P., Raviv, T. et al. Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment. Ann Oper Res 134, 137–151 (2005). https://doi.org/10.1007/s10479-005-5728-8
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DOI: https://doi.org/10.1007/s10479-005-5728-8