Evolutionary Learning Based Simulation Optimization for Stochastic Job Shop Scheduling Problems

Simulation Optimization (SO) techniques refer to a set of methods that have been applied to stochastic optimization problems, structured so that the optimizer(s) are integrated with simulation experiments. Although SO techniques provide promising solutions for large and complex stochastic problems, the simulation model execution is potentially expensive in terms of computation time. Thus, the overall purpose of this research is to advance the evolutionary SO methods literature by researching the use of metamodeling within these techniques. Accordingly, we present a new Evolutionary Learning Based Simulation Optimization (ELBSO) method embedded within Ordinal Optimization. In ELBSO a Machine Learning (ML) based simulation metamodel is created using Genetic Programming (GP) to replace simulation experiments aimed at reducing computation. ELBSO is evaluated on a Stochastic Job Shop Scheduling Problem (SJSSP), which is a well known complex production planning problem in most industries such as semiconductor manufacturing. To build the metamodel from SJSSP instances that replace simulation replications, we employ a novel training vector to train GP. This then is integrated into an evolutionary two-phased Ordinal Optimization approach to optimize an SJSSP which forms the ELBSO method. Using a variety of experimental SJSSP instances, ELBSO is compared with evolutionary optimization methods from the literature and typical dispatching rules. Our findings include the superiority of ELBSO over all other algorithms in terms of the quality of solutions and computation time. Furthermore, the integrated procedures and results provided within this article establish a basis for future SO applications to large and complex stochastic problems. (C) 2021 Elsevier B.V. All rights reserved.