Reverse-Simulation Method for Single Run Simulation Optimization

단일 실행 시뮬레이션 최적화를 위한 Reverse-Simulation 기법

  • 이영해 (한양대학교 산업공학과)
  • Published : 1996.12.01


Simulation is commonly used to find the best values of decision variables for problems which defy analytical solutions. This objective is similar to that of optimization problems and thus, mathematical programming techniques may be applied to simulation. However, the application of mathematical programming techniques, e.g., the gradient methods, to simulation is compounded by the random nature of simulation responses and by the complexity of the statistical issues involved. In this paper, therefore, we explain the Reverse-Simulation method to optimize a simulation model in a single simulation run. First, we point the problem of the previous Reverse-Simulation method. Secondly, we propose the new algorithm to solve the previous method and show the efficiency of the proposed algorithm.



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