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Optimization - Metamodeling TheresaM.Roeder Spring2011...

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Simulation Optimization and  Metamodeling Theresa M. Roeder Spring 2011
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Introduction Ø Simulation is often used to try to optimize a  system’s parameters or procedures Ø Examples: # resources, queueing discipline,  hours of operation…. Ø Many procedures have been developed for  optimization Ø May have a given set of configurations, or  may have to decide which configurations to  consider
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Metamodels Ø Simulation models try to represent the real  world, but can be very costly to run for each  possible configuration Ø Metamodels (here) are mathematical models  that try to represent the system: E[output] = f(inputs) Ø Simulation can be used to estimate the  metamodels, which are then used to try to  optimize
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Estimating metamodels Ø Typically must assume form of the model  linear, quadratic, exponential… Ø Determine parameter ranges of interest Ø Sample from the parameters, ideally in a  systematic way  use DoE methods or advanced simulation  techniques
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