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Discrete Event Dynamic Systems

, Volume 10, Issue 3, pp 251–270 | Cite as

Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization

  • Chun-Hung Chen
  • Jianwu Lin
  • Enver Yücesan
  • Stephen E. Chick
Article

Abstract

Ordinal Optimization has emerged as an efficient technique for simulation and optimization. Exponential convergence rates can be achieved in many cases. In this paper, we present a new approach that can further enhance the efficiency of ordinal optimization. Our approach determines a highly efficient number of simulation replications or samples and significantly reduces the total simulation cost. We also compare several different allocation procedures, including a popular two-stage procedure in simulation literature. Numerical testing shows that our approach is much more efficient than all compared methods. The results further indicate that our approach can obtain a speedup factor of higher than 20 above and beyond the speedup achieved by the use of ordinal optimization for a 210-design example.

discrete-event simulation stochastic optimization ordinal optimisation queuing network 

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Copyright information

© Kluwer Academic Publishers 2000

Authors and Affiliations

  • Chun-Hung Chen
    • 1
  • Jianwu Lin
    • 2
  • Enver Yücesan
    • 3
  • Stephen E. Chick
    • 4
  1. 1.Systems Engineering InstituteXi'an Jiaotong UniversityXi'an
  2. 2.Department of Systems EngineeringUniversity of PennsylvaniaPhiladelphia
  3. 3.Technology Management Area INSEAD FontainebleauFrance
  4. 4.Department of Industrial and Operations EngineeringUniversity of MichiganAnn Arbor

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