이산형 다기준 시뮬레이션 최적화를 위한 대화형 방법

An Interactive Method for Multicriteria Simulation Optimization with Integer Variables

An interactive multicriteria method, which is called the Modified Pairwise Comparison Stochastic Cutting Plane (MPCSCP) method, is proposed for determining the best levels of the integer decision variables needed to optimize a stochastic computer simulation with multiple response functions. MPCSCP combines good features from interactive tradeoff cutting plane methods and response surface methodologies. The proposed method uses a simple pairwise man-machine interaction and searches an integer space uniformly by using the experimental design which evaluates the decision space centering around an integer center point. The characteristics of the proposed method are investigated through an extensive computational study. The parameter configurations examined in the study are (1) variability of the sampling errors, (2) the size of experimental design, (3) the relaxation of cutting planes, and (4) the levels of decision maker's inconsistency.