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Mathematical programming time-based decomposition algorithm for discrete event simulation

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  • Alfieri, Arianna
  • Matta, Andrea

Abstract

Mathematical programming has been proposed in the literature as an alternative technique to simulating a special class of Discrete Event Systems. There are several benefits to using mathematical programs for simulation, such as the possibility of performing sensitivity analysis and the ease of better integrating the simulation and optimisation. However, applications are limited by the usually long computational times. This paper proposes a time-based decomposition algorithm that splits the mathematical programming model into a number of submodels that can be solved sequentially to make the mathematical programming approach viable for long running simulations. The number of required submodels is the solution of an optimisation problem that minimises the expected time for solving all of the submodels. In this way, the solution time becomes a linear function of the number of simulated entities.

Suggested Citation

  • Alfieri, Arianna & Matta, Andrea, 2013. "Mathematical programming time-based decomposition algorithm for discrete event simulation," European Journal of Operational Research, Elsevier, vol. 231(3), pages 557-566.
  • Handle: RePEc:eee:ejores:v:231:y:2013:i:3:p:557-566
    DOI: 10.1016/j.ejor.2013.06.034
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    References listed on IDEAS

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    1. Alfieri, Arianna & Matta, Andrea, 2012. "Mathematical programming formulations for approximate simulation of multistage production systems," European Journal of Operational Research, Elsevier, vol. 219(3), pages 773-783.
    2. Wai Kin (Victor) Chan & Lee Schruben, 2008. "Optimization Models of Discrete-Event System Dynamics," Operations Research, INFORMS, vol. 56(5), pages 1218-1237, October.
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    Cited by:

    1. George Liberopoulos, 2020. "Comparison of optimal buffer allocation in flow lines under installation buffer, echelon buffer, and CONWIP policies," Flexible Services and Manufacturing Journal, Springer, vol. 32(2), pages 297-365, June.

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