Optimization Models of Discrete-Event System Dynamics
A methodology is given for modeling the dynamics of discrete-event stochastic systems as optimization problems. The intent is to provide a means to utilize the rich mathematical theory and algorithms of optimization in the study of this important class of systems. A procedure for mapping a simulatio...
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| Published in | Operations research Vol. 56; no. 5; pp. 1218 - 1237 |
|---|---|
| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Hanover, MD
INFORMS
01.09.2008
Institute for Operations Research and the Management Sciences |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0030-364X 1526-5463 |
| DOI | 10.1287/opre.1080.0559 |
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| Abstract | A methodology is given for modeling the dynamics of discrete-event stochastic systems as optimization problems. The intent is to provide a means to utilize the rich mathematical theory and algorithms of optimization in the study of this important class of systems. A procedure for mapping a simulation event relationship graph into a mixed-integer program is presented, along with examples of queueing networks and manufacturing systems that illustrate the approach. Several potential applications are examined, including automatic constraint generation for optimal resource scheduling, representations of max-plus algebra models for queueing system dynamics, response gradient estimation, and an unconventional technique for simulating queueing systems using virtual resources that are identified from the optimization models for these systems. |
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| AbstractList | A methodology is given for modeling the dynamics of discrete-event stochastic systems as optimization problems. The intent is to provide a means to utilize the rich mathematical theory and algorithms of optimization in the study of this important class of systems. A procedure for mapping a simulation event relationship graph into a mixed-integer program is presented, along with examples of queueing networks and manufacturing systems that illustrate the approach. Several potential applications are examined, including automatic constraint generation for optimal resource scheduling, representations of max-plus algebra models for queueing system dynamics, response gradient estimation, and an unconventional technique for simulating queueing systems using virtual resources that are identified from the optimization models for these systems. A methodology is given for modeling the dynamics of discrete-event stochastic systems as optimization problems. The intent is to provide a means to utilize the rich mathematical theory and algorithms of optimization in the study of this important class of systems. A procedure for mapping a simulation event relationship graph into a mixed-integer program is presented, along with examples of queueing networks and manufacturing systems that illustrate the approach. Several potential applications are examined, including automatic constraint generation for optimal resource scheduling, representations of max-plus algebra models for queueing system dynamics, response grathent estimation, and an unconventional technique for simulating queueing systems using virtual resources that are identified from the optimization models for these systems. Subject classifications: simulation: methodology, system dynamics. [PUBLICATION ABSTRACT] |
| Audience | Trade |
| Author | Chan, Wai Kin (Victor) Schruben, Lee |
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| Cites_doi | 10.1023/A:1018980024795 10.1109/ASMC.1994.588243 10.1145/28869.28879 10.1109/TSM.2002.801379 10.1145/185675.185776 10.1287/mnsc.25.2.152 10.1007/978-3-662-11657-9 10.1287/ijoc.14.4.295.2828 10.1017/S0269964800004745 10.1109/WSC.2001.977333 10.1109/WSC.2004.1371363 10.1287/ijoc.1030.0053 10.1109/WSC.2004.1371549 10.1007/978-1-4615-4024-3 10.1016/0377-2217(93)E0359-6 10.1109/WSC.2002.1172954 10.1109/66.311340 10.1080/00207547908919637 10.1007/978-1-4615-6293-1 10.1109/WSC.2003.1261461 10.1287/ijoc.1.2.107 10.1016/S1367-5788(99)90091-3 10.1109/WSC.2006.323048 10.1007/BF01797159 10.1287/mnsc.45.1.86 10.1299/jsme1958.21.167 10.1287/msom.4.4.296.5731 10.1109/WSC.1994.717383 10.1145/182.358460 10.1177/0037549703255634 10.1145/132277.132281 10.1109/WSC.2001.977315 10.1007/s10951-005-2861-9 10.1080/07408178808966165 10.1287/mnsc.34.1.39 10.1109/WSC.2000.899742 10.1017/S0305004100027638 10.1287/mnsc.41.5.864 10.1109/TAC.1985.1104076 |
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| Keywords | Gradient Event graph simulation: methodology Mixed integer programming Scheduling Systems theory Dynamical system Queueing network Modeling Optimization Stochastic programming Integer programming system dynamics Queueing system Automatic generation Discrete programming Max plus algebra Dynamic model Discrete event system |
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| Title | Optimization Models of Discrete-Event System Dynamics |
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