Decision Variable Design of Discrete Systems using Simulation Optimization

시뮬레이션 최적화를 이용한 이산형 시스템의 결정변수 설계

The research trend of the simulation optimization has been focused on exploring continuous decision variables. Yet, the research in discrete decision variable area has not been fully studied. A new research trend for optimizing discrete decision variables ha just appeared recently. This study, therefore, deals with a discrete simulation method to get the system evaluation criteria required for designing a complex probabilistic discrete event system and to search the effective and reliable alternatives to satisfy the objective values of the given system through a on-line, single run with the short time period. Finding the alternative, we construct an algorithm which changes values of decision variables and a design alternative by using the stopping algorithm which ends the simulation in a steady state of system. To avoid the loss of data while analyzing the acquired design alternative in the steady state, we provide background for estimation of an auto-regressive model and mean and confidence interval for evaluating correctly the objective function obtained by small amount of output data through simulation with the short time period. In numerical experiment we applied the proposed algorithm to (s, S) inventory system problem with varying Δt value. In case of the (s, S) inventory system, we obtained good design alternative when Δt value is larger than 100.