Development of a Hybrid Metamodel based Simulation Optimization Algorithm

1
Farhad Ghassemi Tari
Farhad Ghassemi Tari
2
Zohreh Omranpour
Zohreh Omranpour
1 Sharif University of Technology, Department of Industrial Engineering

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In this paper, a metamodel based hybrid algorithm was developed for optimization of digital computer simulation models. The simulation models are considered to be computationally expensive. It is also considered to have a single stochastic and unconstrained response function. The hybrid algorithm is developed by modification and integration of several concepts and routines. We employed the nested portioning and the particle swarm optimization algori-thms to develop an efficient search mechanism for the hybrid algorithm. Then we integrated the modified Kriging metamodel to the search mechanism for facilitating the function fitting processes of the simulation’s output. The efficiency of the developed hybrid algorithm was then evaluated through computational experiments. Ten complex test problems were selected from the literatures and the efficiency of the developed hybrid algorithm was evaluated by comparing its performances against three known algorithm which are cited in the literature. The result of these computational experiments revealed that the developed hybrid algorithm can provide very robust solutions with a very low computational effort.

26 Cites in Articles

References

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

Farhad Ghassemi Tari. 2014. \u201cDevelopment of a Hybrid Metamodel based Simulation Optimization Algorithm\u201d. Global Journal of Research in Engineering - G: Industrial Engineering GJRE-G Volume 14 (GJRE Volume 14 Issue G3): .

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Crossref Journal DOI 10.17406/gjre

Print ISSN 0975-5861

e-ISSN 2249-4596

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June 25, 2014

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English

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In this paper, a metamodel based hybrid algorithm was developed for optimization of digital computer simulation models. The simulation models are considered to be computationally expensive. It is also considered to have a single stochastic and unconstrained response function. The hybrid algorithm is developed by modification and integration of several concepts and routines. We employed the nested portioning and the particle swarm optimization algori-thms to develop an efficient search mechanism for the hybrid algorithm. Then we integrated the modified Kriging metamodel to the search mechanism for facilitating the function fitting processes of the simulation’s output. The efficiency of the developed hybrid algorithm was then evaluated through computational experiments. Ten complex test problems were selected from the literatures and the efficiency of the developed hybrid algorithm was evaluated by comparing its performances against three known algorithm which are cited in the literature. The result of these computational experiments revealed that the developed hybrid algorithm can provide very robust solutions with a very low computational effort.

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Development of a Hybrid Metamodel based Simulation Optimization Algorithm

Farhad Ghassemi Tari
Farhad Ghassemi Tari Sharif University of Technology, Department of Industrial Engineering
Zohreh Omranpour
Zohreh Omranpour

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