Genetic-algorithm-based simulation optimization considering a single stochastic constraint |
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Authors: | Shing Chih Tsai Sheng Yang Fu |
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Institution: | National Cheng Kung University, No. 1, University Road, Tainan City, Taiwan |
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Abstract: | In this paper, we consider the discrete optimization via simulation problem with a single stochastic constraint. We present two genetic-algorithm-based algorithms that adopt different sampling rules and searching mechanisms, and thus deliver different statistical guarantees. The first algorithm offers global convergence as the simulation effort goes to infinity. However, the algorithm’s finite-time efficiency may be sacrificed to maintain this theoretically appealing property. We therefore propose the second heuristic algorithm that can take advantage of the desirable mechanics of genetic algorithm, and might be better able to find near-optimal solutions in a reasonable amount of time. Empirical studies are performed to compare the efficiency of the proposed algorithms with other existing ones. |
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Keywords: | Metaheuristics Genetic algorithm Simulation Simulation-based optimization Feasibility determination |
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