Simulation Optimization Using Soft Computing

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Title: Simulation Optimization Using Soft Computing
Author: Medaglia, Andres L.
Advisors: Shu-Cherng Fang, Chair
Henry L. W. Nuttle, Co-Chair
Stephen D. Roberts, Advisor
James R. Wilson, Advisor
Abstract: To date, most of the research in simulation optimization has been focused on single response optimization on the continuous space of input parameters. However, the optimization of more complex systems does not fit this framework. Decision makers often face the problem of optimizing multiple performance measures of systems with both continuous and discrete input parameters. Previously acquired knowledge of the system by experts is seldomincorporated into the simulation optimization engine. Furthermore, when the goals of the system design are stated in natural language or vague terms, current techniques are unable to deal with this situation. For these reasons, we define and study the fuzzy single response simulation optimization (FSO) and fuzzy multiple response simulation optimization (FMSO) problems. The primary objective of this research is to develop an efficient and robust method for simulation optimization of complex systems with multiple vague goals. This method uses a fuzzy controller to incorporate existing knowledge to generate high quality approximate Pareto optimal solutions in a minimum number of simulation runs. For comparison purposes, we also propose an evolutionary method for solving the FMSO problem. Extensive computational experiments on the design of a flow line manufacturing system (in terms of tandem queues with blocking) have been conducted. Both methods are able to generate high quality solutions in terms of Zitzlerand Thiele's 'dominated space' metric. Both methods are also able to generate an even sample of the Pareto front. However, the fuzzy controlled method is more efficient, requiring fewer simulation runs than the evolutionary method to achieve the same solution quality. To accommodate the complexity of natural language, this research also provides a new Bezier curve-based mechanism to elicit knowledge and express complex vague concepts. To date, this is perhaps the most flexible and efficient mechanism for both automatic and interactive generation of membership functions for convex fuzzy sets.
Date: 2001-01-25
Degree: PhD
Discipline: Operations Research

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