Tabu search with fully sequential procedure for simulation optimization
Author
Çevik, Savaş
Advisor
Sabuncuoğlu, İhsan
Date
2003Publisher
Bilkent University
Language
English
Type
ThesisItem Usage Stats
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Abstract
Simulation is a descriptive technique that is used to understand the behaviour of
both conceptual and real systems. Most of the real life systems are dynamic and
stochastic that it may be very difficult to derive analytical representation. Simulation
can be used to model and to analyze these systems. Although simulation provides
insightful information about the system behaviour, it cannot be used to optimize the
system performance. With the development of the metaheuristics, the concept
simulation optimization has became a reality in recent years. A simulation
optimization technique uses simulation as an evaluator, and tries to optimize the
systems performance by setting appropriate values of simulation input. On the other
hand, statistical ranking and selection procedures are used to find the best system
design among a set of alternatives with a desired confidence level. In this study, we
combine these two methodologies and investigate the performance of the hybrid
procedure. Tabu Search (TS) heuristic is combined with the Fully Sequential
Procedure (FSP) in simulation optimization context. The performance of the
combined procedure is examined in four different systems. The effectiveness of the
FSP is assessed considering the computational effort and the convergence to the best
(near optimal) solution.