Novel Approach of Classification in Simulation Optimization Methods

Showing smooth mathematical formulations in optimization for many real world problems would be too complex. In such situations, we use simulation to discover at least one admissible solution. Simulation Optimization (SO) has wide usages in this case with the aim of managing the intricate stochastic complex systems whose performance can only be evaluated by simulation. Simulation Optimization offers a structured approach to stochastic complex system design when analytical expressions for input/output relationships are unavailable. Methods domain is one of the six domains defined in Simulation Optimization. Therefore, modifying the practical Methods in deterministic optimization to coordinate the stochastic environment in Simulation Optimization has prominent role. In fact, in this paper, we present all Methods one can employ in Simulation Optimization.

کلیدواژه ها:

Simulation Optimization ، Stochastic Optimization ، Response Surface Methodology ، Stochastic Approximation