Publication result detail

Integer simulation based optimization by local search

SKLENÁŘ, J.; POPELA, P.

Original Title

Integer simulation based optimization by local search

English Title

Integer simulation based optimization by local search

Type

Peer-reviewed article not indexed in WoS or Scopus

Original Abstract

Simulation-based optimization combines simulation experiments used to evaluate the objective and/or constraint functions with an optimization algorithm. Compared with classical optimization, simulation based optimization brings its specific problems and restrictions. These are discussed in the paper. Evaluation of the objective function is based on time consuming, typically repeated simulation experiments. So we believe that the main objective in selecting the optimization algorithm is minimization of the number of objective function evaluations. In this paper we concentrate on integer optimization that is typical in simulation context. Local search algorithms that try to minimize the number of objective function evaluations are described. Examples with both analytical and simulationbased objective functions are used to demonstrate the performance of the algorithms.

English abstract

Simulation-based optimization combines simulation experiments used to evaluate the objective and/or constraint functions with an optimization algorithm. Compared with classical optimization, simulation based optimization brings its specific problems and restrictions. These are discussed in the paper. Evaluation of the objective function is based on time consuming, typically repeated simulation experiments. So we believe that the main objective in selecting the optimization algorithm is minimization of the number of objective function evaluations. In this paper we concentrate on integer optimization that is typical in simulation context. Local search algorithms that try to minimize the number of objective function evaluations are described. Examples with both analytical and simulationbased objective functions are used to demonstrate the performance of the algorithms.

Keywords

Integer optimization; Local search; Simulation

Key words in English

Integer optimization; Local search; Simulation

Authors

SKLENÁŘ, J.; POPELA, P.

RIV year

2016

Released

30.05.2010

ISBN

1877-0509

Periodical

Procedia Computer Science

Volume

1

Number

1

State

Kingdom of the Netherlands

Pages from

1341

Pages to

1348

Pages count

8

BibTex

@article{BUT124192,
  author="Jaroslav {Sklenář} and Pavel {Popela}",
  title="Integer simulation based optimization by local search",
  journal="Procedia Computer Science",
  year="2010",
  volume="1",
  number="1",
  pages="1341--1348",
  issn="1877-0509"
}