논문 해외 국제전문학술지(SCI급) An Improved Budget Allocation Procedure for Selecting the Best-Simulated Design in the Presence of Large Stochastic Noise
- 학술지 구분 국제전문학술지(SCI급)
- 게재년월 2019-10
- 저자명 Seon Han Choi, Changbeom Choi, Tag Gon Kim
- 학술지명 IEEE Access
- 발행처명 IEEE
- 발행국가 해외
- 논문언어 외국어
- 전체저자수 3
- 원문 링크 https://ieeexplore.ieee.org/document/8879475
홈페이지논문 초록 (Abstract)
Motivated by the increasing practical needs for simulation optimization of modern industrial systems, this paper proposes an efficient ranking and selection (R&S) procedure for selecting the best-simulated design from a finite set of alternatives in the presence of large stochastic noise. To obtain the correct selection under a limited simulation budget, the proposed procedure sequentially allocates the budget to minimize the evaluated uncertainty values of the selection through a two-step process based on the existing uncertainty evaluation (UE) procedure. This two-step process reduces the inefficiency of the underlying UE procedure while keeping its high robustness to noise, thereby achieving improved the efficiency for the proposed procedure in a noisy environment. This improved efficiency is demonstrated in comparative experiments with other R&S procedures on several benchmark problems. In particular, the experimental results of three practical optimization problems emphasize the necessity of the proposed procedure.