Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment |
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Authors: | G?Alon Email author" target="_blank">D?P?KroeseEmail author T?Raviv R?Y?Rubinstein |
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Institution: | (1) Faculty of Industrial Engineering and Management, Technion, Haifa, Israel;(2) Department of Mathematics, University of Queensland, Brisbane, 4072, Australia |
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Abstract: | The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving
the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of
buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis
of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm
and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines. |
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Keywords: | buffer allocation cross-entropy method stochastic optimization production lines |
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