• Proceedings of the Korea Society for Simulation Conference
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• 1994.10a
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• pp.1-2
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• 1994

With the prevalence of computers in modern organizations, simulation is receiving more atention as an effectvie decision -making tool. Simualtion is a computer-based numerical technique which uses mathmatical and logical models to approximate the behaviror of a real-world system. However, iptimization of synamic stochastic systems often defy analytical and algorithmic soluions. Although a simulation approach is often free fo the liminting assumption s of mathematical modeling, cost and time consiceration s make simulation the henayst's last resort. Therefore, whenever possible, analytical and algorithmica solutions are favored over simulation. This paper discussed the issues and procedrues for using simulation as a tool for optimization of stochastic complex systems that are dmodeled by computer simulation . Its emphasis is mostly on issues that are speicific to simulation optimization instead of consentrating on the general optimizationand mathematical programming techniques . A simulation optimization problem is an optimization problem where the objective function. constraints, or both are response that can only be evauated by computer simulation. As such, these functions are only implicit functions of decision parameters of the system, and often stochastic in nature as well. Most of optimization techniqes can be classified as single or multiple-resoneses techniques . The optimization of single response functins has been researched extensively and consists of many techniques. In the single response category, these strategies are gradient based search techniques, stochastic approximate techniques, response surface techniques, and heuristic search techniques. In the multiple response categroy, there are basically five distinct strategies for treating the responses and finding the optimum solution. These strategies are graphica techniqes, direct search techniques, constrained optimization techniques, unconstrained optimization techniques, and goal programming techniques. The choice of theprocedreu to employ in simulation optimization depends on the analyst and the problem to be solved. For many practival and industrial optimization problems where some or all of the system components are stochastic, the objective functions cannot be represented analytically. Therefore, modeling by computersimulation is one of the most effective means of studying such complex systems. In this paper, after discussion of simulation optmization techniques, the applications of above techniques will be presented in the modeling process of many flexible manufacturing systems.

• Journal of the Korea Society for Simulation
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• v.3 no.2
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• pp.57-67
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• 1994

For many practical and industrial optimization problems where some or all of the system components are stochastic, the objective functions cannot be represented analytically. Therefore, modeling by computer simulation is one of the most effective means of studying such complex systems. In this paper, with discussion of simulation optimization techniques, a case study in machining process for application of simulation optimization is presented. Most of optimization techniques can be classified as single-or multiple-response techniques. The optimization of single-response category, these strategies are gradient based search methods, stochastic approximate method, response surface method, and heuristic search methods. In the multiple-response category, there are basically five distinct strategies for treating the responses and finding the optimum solution. These strategies are graphical method, direct search method, constrained optimization, unconstrained optimization, and goal programming methods. The choice of the procedure to employ in simulation optimization depends on the analyst and the problem to be solved.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.1
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• pp.95-104
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• 2017

This paper deals with solution methods for discrete and multi-valued optimization problems. The objective function of the problem incorporates noise effects generated in case that fitness evaluation is accomplished by computer based experiments such as Monte Carlo simulation or discrete event simulation. Meta heuristics including Genetic Algorithm (GA) and Discrete Particle Swarm Optimization (DPSO) can be used to solve these simulation based multi-valued optimization problems. In applying these population based meta heuristics to simulation based optimization problem, samples size to estimate the expected fitness value of a solution and population (particle) size in a generation (step) should be carefully determined to obtain reliable solutions. Under realistic environment with restriction on available computation time, there exists trade-off between these values. In this paper, the effects of sample and population sizes are analyzed under well-known multi-modal and multi-dimensional test functions with randomly generated noise effects. From the experimental results, it is shown that the performance of DPSO is superior to that of GA. While appropriate determination of population sizes is more important than sample size in GA, appropriate determination of sample size is more important than particle size in DPSO. Especially in DPSO, the solution quality under increasing sample sizes with steps is inferior to constant or decreasing sample sizes with steps. Furthermore, the performance of DPSO is improved when OCBA (Optimal Computing Budget Allocation) is incorporated in selecting the best particle in each step. In applying OCBA in DPSO, smaller value of incremental sample size is preferred to obtain better solutions.

• Journal of Korea Water Resources Association
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• v.46 no.4
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• pp.373-387
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• 2013

For the efficient operation and management of the water resources system, coordinated operation of weirs and reservoirs is required. A simulation based, and an optimization based approaches are available to deal with the operation and management problems. The simulation based approach does not guarantee an optimal solution, and the optimization based approach is not so flexible to consider, complex, nonlinear problems we will face when trying to allocate water to different uses, various demand sectors in a basin. Hence, it is important to develop a model that would compensate for the weak points in both models. We will compare and contrast intrinsic and extrinsic properties of two modeling approaches, addressing issues related to setting system operation and control rules that would lead us to more efficient use of water in the basin. As a result, we propose to use CoWMOM(Coordinated weirs and multi-reservoir operating model), a "simulation based" optimization model for a simple simulation of the past periods, and for the real-time simulation process considering uncertain inflow.

• Journal of the Korean Society for Railway
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• v.10 no.3 s.40
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• pp.306-312
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• 2007

This paper presents the optimal design method of the train repair facility based on the simulation analysis. The train is divided into the power car, motorized car and passenger car for the simulation process analysis and train repair facility is composed of each subsystems such as a blast, dry and wash workshop. In simulation analysis, we consider the critical (dependent) factors and design (independent) factors for the optimal design. Therefore, a simulation optimization uses Evolution Strategy (ES) in order to find the optimal design factors. Experimental results indicate that simulation design factors are sufficient to satisfy the conditions of dependent variables. The proposed analysis method demonstrates that simulation design factors determined by the simulation optimization are appropriate for real design factors in a real situation and the accuracy and confidence for the simulation results are increased.

• Korean Journal of Computational Design and Engineering
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• v.17 no.5
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• pp.375-386
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• 2012

Most engineering design problems require analyses or simulations to evaluate objective functions. However, a single simulation can take many hours or even days to finish for many real world problems. As a result, design optimization becomes impossible since they require hundreds or thousands of simulation evaluations. The surrogate-based optimization (SBO) strategy became a remedy for such computationally expensive analyses and simulations. A surrogate-based optimization strategy has been developed in this study in order to improve global optimization performance. The strategy is a heuristic algorithm and it exploits not only multiple surrogates, but also multiple optimizers. Multiple optimizations of multiple surrogate models yield multiple candidate design points of optima. During the sequential sampling process, the algorithm ranks candidate design points, selects the points as many as specified, and builds the improved surrogate model. Various mathematical functions with different numbers of design variables are chosen to compare the proposed method with the other most recent algorithm, MSEGO. The proposed method shows superior performance to the other method.

• International conference on construction engineering and project management
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• 2024.07a
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• pp.769-774
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• 2024

The availability of PMT(Project Management Tool) in the market has been increasing rapidly in recent years and Significant advancements have been made for project managers to use for planning, monitoring, and control. Recently, studies applying the Reinforcement-Learning Based Construction Schedule Simulation algorithm for construction project process planning/management are increasing. When reinforcement learning is applied, the agent recognizes the current state and learns to select the action that maximizes the reward among selectable actions. However, if the action of global optimal points is not selected in simulation selection, the local optimal resource may receive continuous compensation (+), which may result in failure to reach the global optimal point. In addition, there is a limitation that the optimization time can be long as numerous iterations are required to reach the global optimal point. Therefore, this study presented a method to improve optimization performance by increasing the probability that a resource with high productivity and low unit cost is selected, preventing local optimization, and reducing the number of iterations required to reach the global optimal point. In the performance evaluation process, we demonstrated that this method leads to closer approximation to the optimal value with fewer iterations.

• International Journal of Naval Architecture and Ocean Engineering
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• v.13 no.1
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• pp.115-125
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• 2021

Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.

• Management Science and Financial Engineering
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• v.13 no.1
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• pp.1-24
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• 2007

I propose new combined randomized methods for global optimization problems. These methods are based on the Nested Partitions(NP) method, a useful method for simulation optimization which guarantees global optimal solution but has several shortcomings. To overcome these shortcomings I hired various statistical selection methods and combined with NP method. I first explain the NP method and statistical selection method. And after that I present a detail description of proposed new combined methods and show the results of an application. As well as, I show how these combined methods can be considered in case of computing budget limit problem.

• International conference on construction engineering and project management
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• 2015.10a
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• pp.221-225
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• 2015

To hoist construction workers to their working space is directly related to the productivity of building construction since hoisting tasks are carried out during the working time. In order to reduce hoisting time in the condition that the number of construction lift-cars is limited, various types of the lift-cars group operation plans such as zoning and sky-lobby have been applied. However, previous researches on them cannot be compared in the performance due to their methodological limitation, discrete-event simulation methods, and cannot be find better solution to increase the performance. Therefore, this research proposed the simulation-based optimization model combining the agent-based simulation method to the scatter search optimization methods. Using the proposed model, this paper carried out the comparison analysis on the performance of typical operation plans and also optimize an operation plans by controlling the service range of lift-cars, the size and number of service zones. In this case study, it is verified that better alternatives than typical operation plans can be exists and it is possible to increase the productivity of building construction.