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

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

Fingerprint

Simulation Optimization
Benders Decomposition
Optimization Problem
Large Solutions
Simulation
Discrete Event
Alternatives
Queueing System
Decomposition
Optimization Model
Simulation Methods
Optimization Methods
Cardinality
Server
Servers

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

Cite this

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

Simulation-based Benders cuts : A new cutting approach to approximately solve simulation-optimization problems. / Zhang, Mengyi; Matta, Andrea; Alfieri, Arianna; Pedrielli, Giulia.

WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., 2019. p. 2225-2236 8632326 (Proceedings - Winter Simulation Conference; Vol. 2018-December).

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

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., 8632326, Proceedings - Winter Simulation Conference, vol. 2018-December, Institute of Electrical and Electronics Engineers Inc., pp. 2225-2236, 2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, 12/9/18. https://doi.org/10.1109/WSC.2018.8632326
Zhang M, Matta A, Alfieri A, Pedrielli G. 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. Institute of Electrical and Electronics Engineers Inc. 2019. p. 2225-2236. 8632326. (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2018.8632326
Zhang, Mengyi ; Matta, Andrea ; Alfieri, Arianna ; Pedrielli, Giulia. / Simulation-based Benders cuts : A new cutting approach to approximately solve simulation-optimization problems. WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 2225-2236 (Proceedings - Winter Simulation Conference).
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