Optimization of simulated systems: OptQuest and alternatives

被引：95

作者：

Kleijnen, Jack P. C.

Wan, Jie

机构：

[1] Tilburg Univ, Dept Informat Syst & Management, NL-5000 LE Tilburg, Netherlands

[2] Univ Wageningen & Res Ctr, Operat Res & Logist Grp, NL-6706 KN Wageningen, Netherlands

[3] Hebei Univ Technol, Sch Management, Dept Ind Engn, Tianjin 300130, Peoples R China

来源：

SIMULATION MODELLING PRACTICE AND THEORY | 2007年 / 15卷 / 03期

关键词：

OptQuest software; Response surface methodology; Karush-Kuhn-Tucker conditions; service constrained inventory system;

D O I：

10.1016/j.simpat.2006.11.001

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This article illustrates the general problem known as 'simulation optimization' through an (s, S) inventory management system. In this system, the goal function to be minimized is the expected value of specific inventory costs. Moreover, specific constraints must be satisfied for some random simulation responses, namely the service or fill rate, and for sonic deterministic simulation inputs, namely the constraint s < S. Results are reported for three optimization methods, including the popular Opt-Quest method. The optimality of the resulting solutions is tested through the so-called Karush-Kuhn-Tucker (KKT) conditions. (C) 2006 Elsevier B.V. All rights reserved.

引用

页码：354 / 362

页数：9

共 17 条

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