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

Mengyi Zhang; Andrea Matta; Arianna Alfieri; Giulia Pedrielli

doi:10.1109/WSC.2018.8632326

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 proceeding › Conference 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 language	English (US)
Title of host publication	WSC 2018 - 2018 Winter Simulation Conference
Subtitle of host publication	Simulation for a Noble Cause
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	2225-2236
Number of pages	12
ISBN (Electronic)	9781538665725
DOIs	https://doi.org/10.1109/WSC.2018.8632326
State	Published - Jan 31 2019
Event	2018 Winter Simulation Conference, WSC 2018 - Gothenburg, Sweden Duration: Dec 9 2018 → Dec 12 2018

Publication series

Name	Proceedings - Winter Simulation Conference
Volume	2018-December
ISSN (Print)	0891-7736

Conference

Conference	2018 Winter Simulation Conference, WSC 2018
Country	Sweden
City	Gothenburg
Period	12/9/18 → 12/12/18

ASJC Scopus subject areas

Software
Modeling and Simulation
Computer Science Applications

Access to Document

10.1109/WSC.2018.8632326

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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 proceeding › Conference 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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