Article

Recent advances in simulation optimization: a conservative adjustment to the ETSS procedure

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E. Jack ChenAuthors Info & Claims

WSC '02: Proceedings of the 34th conference on Winter simulation: exploring new frontiers

Pages 384 - 391

Published: 08 December 2002 Publication History

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Abstract

Two-stage selection procedures have been widely studied and applied in determining the required sample size (i.e., the number of replications or batches) for selecting the best of <i>k</i> designs. The <i>Enhanced Two-Stage Selection</i> (ETSS) procedure is a heuristic two-stage selection procedure that takes into account not only the variance of samples, but also the difference of sample means when determining the sample sizes. This paper discusses the use of a conservative adjustment with the ETSS procedure to increase the probability of correct selection. We show how the adjustment allocates more simulation replications or batches to more promising designs at the second stage. An experimental performance evaluation demonstrates the efficiency of the adjustment.

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Buchholz PThümmler A(2005)Enhancing evolutionary algorithms with statistical selection procedures for simulation optimizationProceedings of the 37th conference on Winter simulation10.5555/1162708.1162855(842-852)Online publication date: 4-Dec-2005
https://dl.acm.org/doi/10.5555/1162708.1162855
Chen E(2004)Using Ordinal Optimization Approach to Improve Efficiency of Selection ProceduresDiscrete Event Dynamic Systems10.1023/B:DISC.0000018569.95048.af14:2(153-170)Online publication date: 1-Apr-2004
https://dl.acm.org/doi/10.1023/B%3ADISC.0000018569.95048.af
Chen EKelton WFerrin DMorrice D(2003)Indifference zone selection proceduresProceedings of the 35th conference on Winter simulation: driving innovation10.5555/1030818.1030881(456-464)Online publication date: 7-Dec-2003
https://dl.acm.org/doi/10.5555/1030818.1030881

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WSC '02: Proceedings of the 34th conference on Winter simulation: exploring new frontiers

December 2002

2143 pages

ISBN:0780376153

General Chair:
Jane L. Snowdon
IBM T. J. Watson Research Center, Yorktown Heights, NY
,
Program Chair:
John M. Charnes
The University of Kansas, Lawrence, KS

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Winter Simulation Conference

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Published: 08 December 2002

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WSC02: Winter Simulation Conference 2002

December 8 - 11, 2002

California, San Diego

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WSC '02 Paper Acceptance Rate 166 of 185 submissions, 90%;

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Buchholz PThümmler A(2005)Enhancing evolutionary algorithms with statistical selection procedures for simulation optimizationProceedings of the 37th conference on Winter simulation10.5555/1162708.1162855(842-852)Online publication date: 4-Dec-2005
https://dl.acm.org/doi/10.5555/1162708.1162855
Chen E(2004)Using Ordinal Optimization Approach to Improve Efficiency of Selection ProceduresDiscrete Event Dynamic Systems10.1023/B:DISC.0000018569.95048.af14:2(153-170)Online publication date: 1-Apr-2004
https://dl.acm.org/doi/10.1023/B%3ADISC.0000018569.95048.af
Chen EKelton WFerrin DMorrice D(2003)Indifference zone selection proceduresProceedings of the 35th conference on Winter simulation: driving innovation10.5555/1030818.1030881(456-464)Online publication date: 7-Dec-2003
https://dl.acm.org/doi/10.5555/1030818.1030881

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