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Multilevel Monte Carlo metamodeling 多层蒙特卡罗元建模
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1287/opre.2017.1607
Imry Rosenbaum, J. Staum
{"title":"Multilevel Monte Carlo metamodeling","authors":"Imry Rosenbaum, J. Staum","doi":"10.1287/opre.2017.1607","DOIUrl":"https://doi.org/10.1287/opre.2017.1607","url":null,"abstract":"Multilevel Monte Carlo (MLMC) methods have been used by the information-based complexity community in order to improve the computational efficiency of parametric integration. We extend this approach by relaxing the assumptions on differentiability of the simulation output. Relaxing the assumption on the differentiability of the simulation output makes the MLMC method more widely applicable to stochastic simulation metamodeling problems in industrial engineering. The proposed scheme uses a sequential experiment design which allocates effort unevenly among design points in order to increase its efficiency. The procedure's efficiency is tested on an example of option pricing in the Black-Scholes model.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114367993","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Modeling and simulation as a cloud service: A survey 作为云服务的建模和仿真:调查
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721436
E. Cayirci
{"title":"Modeling and simulation as a cloud service: A survey","authors":"E. Cayirci","doi":"10.1109/WSC.2013.6721436","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721436","url":null,"abstract":"Modelling and simulation as a service (MSaaS) is defined, and the differences between MSaaS and Software as a Service are clarified. MSaaS architectures and deployment strategies are surveyed. The top threats to cloud computing and MSaaS, the other security challenges and technical requirements are explained. Accountability, risk and trust modelling are related to each other and also to security and privacy. Those notions and their relations are presented. MSaaS composition in multi-datacenter and/or multi-cloud scenarios is also elaborated on.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"237 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114602802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 86
Automatic model verification for semiconductor manufacturing simulation 半导体制造仿真的自动模型验证
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721745
Boon-Ping Gan, P. Lendermann, W. Scholl, Marcin Mosinski, P. Preuss
{"title":"Automatic model verification for semiconductor manufacturing simulation","authors":"Boon-Ping Gan, P. Lendermann, W. Scholl, Marcin Mosinski, P. Preuss","doi":"10.1109/WSC.2013.6721745","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721745","url":null,"abstract":"Short Term Simulation (STS) that provides daily forecasts of work center performance has been deployed in Infineon Technologies for operational decision makings. To ensure good forecast accuracy, the STS requires high modeling fidelity, requiring good basic data quality for model building. Forecast accuracy is maintained through an Automatic Model Verification (AMV) engine. The AMV monitors and verifies discrepancies between simulation and reality for modeling elements such as process dedication, uptime, process time/throughput, sampling rate, and batch/stream size. It reports the verification results with a multi-layered view, at different levels of abstraction, and the gaps between simulation and reality are highlighted. The user can quickly identify gaps and make correction to the errors. In this paper, we give an insight to the complete workflow on how AMV helps to detect data issues, the options to resolve such issues and the positive effect to the simulation forecast quality.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125466510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Optimization of production and inventory policies for dishwasher wire rack production through simulation 通过仿真优化洗碗机线架生产和库存政策
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721638
Han Wu, G. Evans, S. Heragu, Keith Rhinehart
{"title":"Optimization of production and inventory policies for dishwasher wire rack production through simulation","authors":"Han Wu, G. Evans, S. Heragu, Keith Rhinehart","doi":"10.1109/WSC.2013.6721638","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721638","url":null,"abstract":"A simulation model was built to represent the dynamics of a General Electric (GE) dishwasher wire rack production system associated with multiple types of racks and changeovers at the various work centers. A periodic-review inventory policy was simulated for the wire rack production system using order-up-to safety stock SSi and a heuristic trigger variable P* as the control variables. A discrete optimization model was formulated and executed in order to find near optimal values for the control variables with respect to minimization of the total inventory levels while satisfying constraints on demand for the various types of racks. Three different scenarios involving optimization of the simulation model were conducted to help GE improve their production strategy.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126844322","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Efficient learning of donor retention strategies for the American Red Cross 有效学习美国红十字会的捐赠者保留策略
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721404
Bin Han, I. Ryzhov, Boris Defourny
{"title":"Efficient learning of donor retention strategies for the American Red Cross","authors":"Bin Han, I. Ryzhov, Boris Defourny","doi":"10.1109/WSC.2013.6721404","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721404","url":null,"abstract":"We present a new sequential decision model for adaptively allocating a fundraising campaign budget for a non-profit organization such as the American Red Cross. The campaign outcome is related to a set of design features using linear regression. We derive the first simulation allocation procedure for simultaneously learning unknown regression parameters and unknown sampling noise. The large number of alternatives in this problem makes it difficult to evaluate the value of information. We apply convex approximation with a quantization procedure and derive a semidefinite programming relaxation to reduce the computational complexity. Simulation experiments based on historical data demonstrate the efficient performance of the approximation.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"241 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125810606","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Simulation-based robust optimization for complex truck-shovel systems in surface coal mines 基于仿真的露天煤矿复杂车铲系统鲁棒优化
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721714
Sai Srinivas Nageshwaraniyer, Y. Son, S. Dessureault
{"title":"Simulation-based robust optimization for complex truck-shovel systems in surface coal mines","authors":"Sai Srinivas Nageshwaraniyer, Y. Son, S. Dessureault","doi":"10.1109/WSC.2013.6721714","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721714","url":null,"abstract":"A robust simulation-based optimization approach is proposed for truck-shovel systems in surface coal mines to maximize the expected value of revenue obtained from customer trains. To this end, a large surface coal mine in North America is considered as case study, and a highly detailed simulation model of that mine is constructed in Arena. Factors encountered in material handling operations that may affect the robustness of revenue are then classified into 1) controllable, 2) uncontrollable and 3) constant categories. Historical production data of the mine is used to derive probability distributions for the uncontrollable factors. Then, Response Surface Methodology is applied to derive an expression for the variance of revenue under the influence of controllable and uncontrollable factors. The resulting variance expression is applied as a constraint to the mathematical formulation for optimization using OptQuest. Finally, coal production is observed under variation in number of trucks and down events.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"282 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126848184","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
Promoting green internet computing throughout simulation-optimization scheduling algorithms 通过仿真优化调度算法推动绿色互联网计算
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721571
Guillem Cabrera, Hebert Pérez-Rosés, A. Juan, J. Marquès, J. Faulin
{"title":"Promoting green internet computing throughout simulation-optimization scheduling algorithms","authors":"Guillem Cabrera, Hebert Pérez-Rosés, A. Juan, J. Marquès, J. Faulin","doi":"10.1109/WSC.2013.6721571","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721571","url":null,"abstract":"This work introduces an application of simulation-optimization techniques to the emerging field of green internet computing. The paper discusses the relevance of considering environmental factors in modern computing and then describes how simulation can be combined with scheduling metaheuristics in order to reduce the expected time needed to complete a set of tasks in a server under the realistic assumption of stochastic processing times. This, in turn, allows for a reduction in average energy consumption, which makes the computing facility more efficient from an environmental perspective. Some experiments have been carried out in order to illustrate these potential savings.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126354373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Location-aware real-time simulation framework for earthmoving projects using automated machine guidance 使用自动机器引导的土方工程的位置感知实时仿真框架
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721676
F. Vahdatikhaki, S. Setayeshgar, A. Hammad
{"title":"Location-aware real-time simulation framework for earthmoving projects using automated machine guidance","authors":"F. Vahdatikhaki, S. Setayeshgar, A. Hammad","doi":"10.1109/WSC.2013.6721676","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721676","url":null,"abstract":"The cost-and-time-optimized planning of earthmoving projects has been significantly boosted as a result of deploying simulation techniques which enable project managers to effectively comprehend the behavior of projects. However, the realism and accuracy of the simulation models diminish as a result of the heavy reliance on the statistical data and of not taking into account the context-specific features of the project. Similarly, the more unique the characteristics of projects and novel the construction methods, the less the possibility of retrofitting a historic pattern to new projects. On the other hand, the identification of potential accidents on construction sites has been a major concern in the construction industry. To address these issues, this research proposes a framework based on the integration of new tracking technologies used in Automated Machine Guidance (AMG) with a real-time simulation technique. A prototype is developed to test and demonstrate the effectiveness of the proposed approach.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126367508","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
A holistic architecture for super real-time multiagent simulation platforms 超实时多智能体仿真平台的整体体系结构
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721543
T. Suzumura, H. Kanezashi
{"title":"A holistic architecture for super real-time multiagent simulation platforms","authors":"T. Suzumura, H. Kanezashi","doi":"10.1109/WSC.2013.6721543","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721543","url":null,"abstract":"This paper describes a holistic architecture for super real-time multi-agent simulation platforms by implementing a complete and integrated simulation stack including a simulation runtime and an application layer that can be used for such situations as traffic simulations. With our prototype system, the first experiment tested the performance scalability when simulating millions of agents on 1,536 CPU cores over 256 nodes. By compiling the X10-based agent simulation system into C++ using MPI, we could run 600 simulation steps in only 78 seconds, which is nearly 10 times faster than real time. We then tested a national network spanning Japan, which was able to simulate a 100 million agents and at near-real time while using 128 nodes. This was the first attempt to deal with such a large number of agents and shows that this infrastructure could be used for large-scale agent simulations in various fields.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"43 1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123661657","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Simulation modeling, experimenting, analysis, and implementation 仿真建模、实验、分析和实现
2013 Winter Simulations Conference (WSC) Pub Date : 2013-12-08 DOI: 10.1109/WSC.2013.6721461
L. Schruben
{"title":"Simulation modeling, experimenting, analysis, and implementation","authors":"L. Schruben","doi":"10.1109/WSC.2013.6721461","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721461","url":null,"abstract":"Textbooks sometimes describe building models, running experiments, analyzing outputs, and implementing results as distinct activities in a simulation project. This paper demonstrates advantages of combining these activities in the context of system performance optimization. Simulation optimization algorithms can be improved by exploiting the ability to observe and change literally anything at any time while a simulation is running. It is also not necessary to stop simulating candidates for the optimal system before starting to simulate others. The ability to observe and change many concurrently running simulated systems considerably expands the possibilities for designing simulation experiments. Examples are presented for a range of simulation optimization algorithms including randomized search, directional search, pattern search, and agent-based particle swarm optimization.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123712414","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
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