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


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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