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Optimization of Stochastic Discrete Event Simulation Models

Authors: Peter Buchholz

Published in: Dagstuhl Seminar Proceedings, Volume 9261, Models and Algorithms for Optimization in Logistics (2009)

Abstract

Many systems in logistics can be adequately modeled using stochastic discrete event simulation models. Often these models are used to find a good or optimal configuration of the system. This implies that optimization algorithms have to be coupled with the models. Optimization of stochastic simulation models is a challenging research topic since the approaches should be efficient, reliable and should provide some guarantee to find at least in the limiting case with a runtime going to infinite the optimal solution with a probability converging to 1. The talk gives an overview on the state of the art in simulation optimization. It shows that hybrid algorithms combining global and local optimization methods are currently the best class of optimization approaches in the area and it outlines the need for the development of software tools including available algorithms.

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Peter Buchholz. Optimization of Stochastic Discrete Event Simulation Models. In Models and Algorithms for Optimization in Logistics. Dagstuhl Seminar Proceedings, Volume 9261, pp. 1-6, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)

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@InProceedings{buchholz:DagSemProc.09261.23,
  author =	{Buchholz, Peter},
  title =	{{Optimization of Stochastic Discrete Event Simulation Models}},
  booktitle =	{Models and Algorithms for Optimization in Logistics},
  pages =	{1--6},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9261},
  editor =	{Cynthia Barnhart and Uwe Clausen and Ulrich Lauther and Rolf H. M\"{o}hring},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.09261.23},
  URN =		{urn:nbn:de:0030-drops-21824},
  doi =		{10.4230/DagSemProc.09261.23},
  annote =	{Keywords: Stochastic discrete event simulation, optimization, hybrid algorithms}
}

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DOI: 10.4230/DagSemProc.07071.12

Iteration at Different Levels: Multi-Level Methods fro Structured Markov Chains

Authors: Peter Buchholz

Published in: Dagstuhl Seminar Proceedings, Volume 7071, Web Information Retrieval and Linear Algebra Algorithms (2007)

Abstract

For the stationary analysis of large Markov chains in continuous and discrete time a wide variety of solution techniques has been applied in the past. Empirical comparisons show that in particular so called multi-level approaches that perform iterations at different levels are the most efficient solvers for a wide class of Markov chains. The methods combine ideas from aggregation disaggregation methods and algebraic multigrid. The talk gives an overview of the basic ideas of multi level approaches and shows which design alternatives for the algorithms exist. In particular it considers different forms of defining levels, available alternatives to realize prolongation and interpolation operations, different cycle types and different stopping criteria for the smoothing operations at each level. The last part of the talk is devoted to implementation issues and data structures that are necessary for an efficient realization of multi-level methods.

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Peter Buchholz. Iteration at Different Levels: Multi-Level Methods fro Structured Markov Chains. In Web Information Retrieval and Linear Algebra Algorithms. Dagstuhl Seminar Proceedings, Volume 7071, pp. 1-10, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2007)

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@InProceedings{buchholz:DagSemProc.07071.12,
  author =	{Buchholz, Peter},
  title =	{{Iteration at Different Levels: Multi-Level Methods fro Structured Markov Chains}},
  booktitle =	{Web Information Retrieval and Linear Algebra Algorithms},
  pages =	{1--10},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2007},
  volume =	{7071},
  editor =	{Andreas Frommer and Michael W. Mahoney and Daniel B. Szyld},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07071.12},
  URN =		{urn:nbn:de:0030-drops-10590},
  doi =		{10.4230/DagSemProc.07071.12},
  annote =	{Keywords: Stationary Analysis, Multi-Level Techniques, Kronecker Representation}
}

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Documents authored by Buchholz, Peter

Optimization of Stochastic Discrete Event Simulation Models

Abstract

Cite as

Iteration at Different Levels: Multi-Level Methods fro Structured Markov Chains

Abstract

Cite as

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