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利用函数性质对大规模解空间仿真进行合理筛选

Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces

Operations Research · 2022
被引 10
人大 AFT50UTD24ABS 4*

中文导读

针对仿真模型产生大量解空间的问题,提出利用函数性质(如凸性)筛选不可行解,通过优化问题衡量有限仿真实验与解可接受性的一致性,并提供统计置信保证。

Abstract

Simulation Solution Screening Using Functional Properties Simulation models today give rise to problems with large numbers of simulated scenarios or solutions—more than can be simulated exhaustively. Fortunately, users of these models may be able to verify or infer properties, such as convexity, of a performance measure of interest when viewed as a function over the space of solutions. In “Plausible Screening Using Functional Properties for Simulations with Large Solution Spaces,” Eckman, Plumlee and Nelson introduce a framework in which such properties are exploited to avoid simulating solutions with unacceptable performances. Their methods solve optimization problems that measure how well the result of a limited simulation experiment agrees with the claim that a solution is acceptable. These methods deliver desirable statistical guarantees of confidence and consistency. Numerical experiments illustrate how functional properties coupled with small simulation experiments can avoid many simulations for simulation-optimization problems.

仿真优化数学优化数据挖掘统计推断