TY - GEN
T1 - Simulation-based Benders cuts
T2 - 2018 Winter Simulation Conference, WSC 2018
AU - Zhang, Mengyi
AU - Matta, Andrea
AU - Alfieri, Arianna
AU - Pedrielli, Giulia
PY - 2019/1/31
Y1 - 2019/1/31
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85062621891&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85062621891&partnerID=8YFLogxK
U2 - 10.1109/WSC.2018.8632326
DO - 10.1109/WSC.2018.8632326
M3 - Conference contribution
AN - SCOPUS:85062621891
T3 - Proceedings - Winter Simulation Conference
SP - 2225
EP - 2236
BT - WSC 2018 - 2018 Winter Simulation Conference
PB - Institute of Electrical and Electronics Engineers Inc.
Y2 - 9 December 2018 through 12 December 2018
ER -