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A comprehensive literature classification of simulation optimisation methods

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  • Hachicha, Wafik
  • Ammeri, Ahmed
  • Masmoudi, Faouzi
  • Chachoub, Habib

Abstract

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). The survey focuses specifically on the SO problem that involves single per-formance measure

Suggested Citation

  • Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib, 2010. "A comprehensive literature classification of simulation optimisation methods," MPRA Paper 27652, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:27652
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    References listed on IDEAS

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    3. Andrzej Wędzik & Tomasz Siewierski & Michał Szypowski, 2019. "The Use of Black-Box Optimization Method for Determination of the Bus Connection Capacity in Electric Power Grid," Energies, MDPI, vol. 13(1), pages 1-21, December.
    4. Carolina Osorio & Linsen Chong, 2015. "A Computationally Efficient Simulation-Based Optimization Algorithm for Large-Scale Urban Transportation Problems," Transportation Science, INFORMS, vol. 49(3), pages 623-636, August.

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    More about this item

    Keywords

    Simulation Optimization; classification methods; literature survey;
    All these keywords.

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • Z11 - Other Special Topics - - Cultural Economics - - - Economics of the Arts and Literature

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