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Developin A New Metamodel-Based Simulation Optimisaztion Algorithm

Mohammadi, Maryam | 2012

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  1. Type of Document: M.Sc. Thesis
  2. Language: Farsi
  3. Document No: 43035 (01)
  4. University: Sharif University of Technology
  5. Department: Industrial Engineering
  6. Advisor(s): Ghasemi Tari, Farhad
  7. Abstract:
  8. Digital computer simulation and employing the concepts of the experimental design, and other analytical tools for evaluating its output have attracted many of the scientists and researchers interests in the recent decades. The importance of this topic has been increasing and more related analytical tools have been introduced to the scientific literature. One of the powerful tools for simplifying accelerating the optimization process of simulation results, are the use of the metamodels. Use of these powerful tools becomes more eminent when the simulation runs are expensive. By the use of the metamodels the needs of conducting sampling for obtaining some more new points from direct simulating experiment is emancipated and hence the number of points from direct simulation run for obtaining the optimum point is reduced. In this thesis, a metamodel-based simulation optimization algorithm was developed. The proposed algorithm is developed based on the concepts of partitioning the space solution by the use of Nested Partitions algorithm, and Kriging metamodel routine while for generating sample points are conducted by sequential sampling experimental designs. To analyse and evaluate the performance of this algorithm, 10 test problems have been selected from literature and solved by a well known algorithm of the Nested Partitioning, and the developed algorithm. Computational results showed that the developed algorithm performed better than the Nested Partitioning algorithm both in finding better solutions and using less simulation points
  9. Keywords:
  10. Simulation Optimization ; Sequential Experimental Design ; Metamodel ; Kriging Metamodel ; Nested Partition Algorithm ; Expensive Simulation

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