Single Run Optimization Using the Reverse-Simulation Method

An efficient “Simulation Optimization” technique is developed to solve system design problems which can not be expressed in explicit analytical or mathematical models. In particular, we explore a new paradigm called the “Reverse-Simulation optimization method” which is quite different from current simulation optimization methods in the literature. This paper focuses on the method of on-line determination of steady-state, which is a very important issue in Reverse-Simulation optimization, and the construction of a ReverseSimulation algorithm with expert systems. The proposed algorithm finds the steady-state of a system and an optimal state. The algorithm employs the Lyapunov exponent of Chaos theory to determine both the steady-state and optimal state of a system.

• Type: Conference
• Year: 1997
• Where: WSC
• Authors: Young Hae Lee, Kyoung Jong Park, Yun Bae Kim
• Keywords: Modeling And Simulation, Optimization Methods, Reverse-Simulation Optimization, Simulation Optimization, WSC 1997