Simulation optimization using the particle swarm optimization with optimal computing budget allocation

Proceedings - Winter Simulation Conference

Volumn , Issue , 2011, Pages 4298-4309

  Zhang, Si ^a   Chen, Pan ^a   Lee, Loo Hay ^a   Peng, Chew Ek ^a   Chen, Chun Hung ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

ALLOCATION RULE; COMPUTING BUDGET; COMPUTING EFFICIENCY; NUMERICAL RESULTS; OPTIMAL COMPUTING BUDGET ALLOCATION; OPTIMIZATION PROBLEMS; SEARCHING MECHANISM; SIMULATION OPTIMIZATION; STOCHASTIC ENVIRONMENT;

BUDGET CONTROL;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 84863243909     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2011.6148117     Document Type: Conference Paper

References (20)

1. Banks, A., J. Vincent, and C. Anyakoha. 2007. "A Review of Particle Swarm Optimization. Part I: Background and Development." Natural Computing 6: 467-484. (Pubitemid 47629392)
2. Banks, A., J. Vincent, and C. Anyakoha. 2008. "A Review of Particle Swarm Optimization. Part II: Hybridisation, Combinatorial, Multicriteria and Constrained Optimization, and Indicative Applications."Natural Computing 7: 109-124. (Pubitemid 351234459)
3. Bratton, D., and J. Kennedy. 2007. "Defining a Standard for Particle Swarm Optimization." In Proceedings of the 2007 IEEE Swarm Intelligence Symposium. 120-127. IEEE Press.
4. Chen, C. H., D. He, M. Fu, and L. H. Lee. 2008. "Efficient Simulation Budget Allocation for Selecting an Optimal Subset." INFORMS Journal on Computing 20(4):579-595.
5. Chen, C. H., J. Lin, E. Yücesan, and S. E. Chick. 2000. "Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization." Journal of Discrete Event Dynamic Systems: Theory and Applications 10:251-270.
6. Chew, E. P., L. H. Lee, S. Y. Teng, and C. H. Koh. 2009. "Differentiated Service Inventory Optimization using Nested Partitions and MOCBA." Computers and Operations Research 36(5): 1703-1710.
7. Clerc, M., and J. Kennedy. 2002. "The Particle Swarm: Explosion, Stability And Convergence In A Multi-Dimensional Complex Space." IEEE Transactions on Evolutionary Computing. 6(1): 58-73. (Pubitemid 34404564)
8. Dembo, A., and O. Zeitouni. 1992. Large Deviations Techniques and Applications. Boston, MA: Jones and Bartlett Publishers.
9. Glynn, P., and S. Juneja. 2004. "A Large Deviations Perspective on Ordinal Optimization." In Proceedings of the 2004 Winter Simulation Conference, edited by R. G. Ingalls, M. D. Rossetti, J. S. Smith, and B. A. Peters, 577-585. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, Inc.
10. Gurkan, G., A.Y. Ozge, and S. M. Robinson. 1994. "Sample Path Optimization in Simulation." In Proceedings of the 1994 Winter Simulation Conference, edited by J.D. Tew, S. Manivannan, D. A. Sadowski, and A. F. Seila, 247-254. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers.
11. He, D., L. H. Lee, C. H. Chen, M. Fu, and S. Wasserkrug. 2010. "Simulation Optimization Using the Cross-Entropy Method with Optimal Computing Budget Allocation." ACM Transactions on Modeling and Computer Simulation 20(1): Article 4.
12. Kennedy, J. 2000. "Stereotyping: Improving Particle Swarm Performance With Cluster Analysis." In Proceedings of IEEE congress on evolutionary computation. 1507-1512. IEEE Press.
13. Kennedy, J., and R. C. Eberhart. 1995. "Particle Swarm Optimization." In Proceedings of IEEE International Conference. 1942-1948. IEEE Press.
14. Lee, L. H., W. P. Wong, and W. Jaruphongsa. 2009. "Data Collection Budget Allocation for Stochastic Data Envelopment Analysis." In Proceedings of the 2009 INFORMS Simulation Society Research Workshop, edited by L.H. Lee, M.E. Kuhl, J. W. Fowler, and S. Robinson, 71-74.
15. Pan, H., L. Wang, and B. Liu. 2006. "Particle Swarm Optimization for Function Optimization in Noisy Environment." Applied Mathematics and Computation 181:908-919. (Pubitemid 44646568)
16. Rubinstein, R. Y., and A. Shapiro. 1993. Discrete Event Systems: Sensitivity Analysis and Stochastic Approximation using the Score Function Method. John Wiley & Sons.
17. Shi, L., and S. Olafsson. 1997. "An Integrated Framework for Deterministic and Stochastic Optimization."In Proceedings of the 1997 Winter Simulation Conference, edited by S. Andradóttir, K. J. Healy, D. H. Withers, and B. L. Nelson, 358-365. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, Inc.
18. Shi, Y., and R. C. Eberhart. 1998. "A Modified Particle Swarm Optimizer." In Proceedings of the IEEE international conference on evolutionary computation. 69-73. IEEE Press.
19. Storn, R., and K. Price. 1997. "Differential Evolution - A Simple and Efficient Heuristic for Global Optimization Over Continuous Spaces." Journal of Global Optimization 11(4):341-359. (Pubitemid 127502202)
20. Szechtman, R., and E. Yücesan. 2008. "A New Perspective on Feasibility Determination." In Proceedings of the 2008 Winter Simulation Conference, edited by S. J. Mason, R. R. Hill, L. Mönch, O. Rose, T. Jefferson, J. W. Fowler, 273-280. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers, Inc.