Munich Personal RePEc Archive

A comprehensive literature classification of simulation optimisation methods

Hachicha, Wafik and Ammeri, Ahmed and Masmoudi, Faouzi and Chachoub, Habib (2010): A comprehensive literature classification of simulation optimisation methods. Published in: International Conference on Multiple Objective Programming and Goal Programming - MOPGP10 No. May 24- 26, 2010 - Sousse - Tunisia

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Abstract

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). The survey focuses specifically on the SO problem that involves single per-formance measure

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