IIE Transactions

, Volume 34, Issue 3, pp 273–282

Neural network prediction in a system for optimizing simulations

  • Manuel Laguna
  • Rafael Martí

DOI: 10.1023/A:1012485416856

Cite this article as:
Laguna, M. & Martí, R. IIE Transactions (2002) 34: 273. doi:10.1023/A:1012485416856


Neural networks have been widely used for both prediction and classification. Back-propagation is commonly used for training neural networks, although the limitations associated with this technique are well documented. Global search techniques such as simulated annealing, genetic algorithms and tabu search have also been used for this purpose. The developers of these training methods, however, have focused on accuracy rather than training speed in order to assess the merit of new proposals. While speed is not important in settings where training can be done off-line, the situation changes when the neural network must be trained and used on-line. This is the situation when a neural network is used in the context of optimizing a simulation. In this paper, we describe a training procedure capable of achieving a sufficient accuracy level within a limited training time. The procedure is first compared with results from the literature. We then use data from the simulation of a jobshop to compare the performance of the proposed method with several training variants from a commercial package.

Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Manuel Laguna
    • 1
  • Rafael Martí
    • 2
  1. 1.Graduate School of Business Administration, University of ColoradoBoulderUSA
  2. 2.Departament D'Estadística i InvestigacióOperativa, Universitat de ValènciaBurjassotSpain