Simulation-based Benders cuts: A new cutting approach to approximately solve simulation-optimization problems

Mengyi Zhang, Andrea Matta, Arianna Alfieri, Giulia Pedrielli

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

Large solution space is one of the main features of simulation-optimization problems. Reducing the cardinality of the set of alternatives is a key point for increasing the efficiency of simulation-optimization methods. In this work, a new cutting approach is proposed for this purpose. The approach exploits the Benders Decomposition framework that can be effectively applied when the simulation-optimization problems are represented using Discrete Event Optimization models. Benders Decomposition subproblems represent the simulation components, hence, cuts can be easily generated observing the values of the variables while a system alternative is simulated, without solving any subproblem. The cut generation procedure is proposed to approximately solve the Server Allocation Problem in a tandem queueing system. Results on randomly generated instances show its effectiveness in decreasing the computational effort by reducing the solution space.

Original languageEnglish (US)
Title of host publicationWSC 2018 - 2018 Winter Simulation Conference
Subtitle of host publicationSimulation for a Noble Cause
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2225-2236
Number of pages12
ISBN (Electronic)9781538665725
DOIs
StatePublished - Jan 31 2019
Event2018 Winter Simulation Conference, WSC 2018 - Gothenburg, Sweden
Duration: Dec 9 2018Dec 12 2018

Publication series

NameProceedings - Winter Simulation Conference
Volume2018-December
ISSN (Print)0891-7736

Conference

Conference2018 Winter Simulation Conference, WSC 2018
CountrySweden
CityGothenburg
Period12/9/1812/12/18

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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    Zhang, M., Matta, A., Alfieri, A., & Pedrielli, G. (2019). Simulation-based Benders cuts: A new cutting approach to approximately solve simulation-optimization problems. In WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause (pp. 2225-2236). [8632326] (Proceedings - Winter Simulation Conference; Vol. 2018-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/WSC.2018.8632326