Kyle Cooper

PyMOSO: Software for Multi-Objective Simulation Optimization with R-PERLE and R-MinRLE

  • Kyle Cooper
  • Susan R. Hunter
    • Categories Optimization of Simulated Systems, Optimization Software and Modeling Systems Tags ,

    We present the PyMOSO software package for (1) solving multi-objective simulation optimization (MOSO) problems on integer lattices, and (2) implementing and testing new simulation optimization (SO) algorithms. First, for solving MOSO problems on integer lattices, PyMOSO implements R-PERLE, a state-of-the-art algorithm for two objectives, and R-MinRLE, a competitive benchmark algorithm for three or more objectives. … Read more

    Bi-objective Simulation Optimization on Integer Lattices using the Epsilon-Constraint Method in a Retrospective Approximation Framework

  • Kyle Cooper
  • Susan R. Hunter
  • Kalyani Nagaraj
    • Categories Integer Programming, Multi-Criteria Optimization, Optimization of Simulated Systems Tags , ,

    We consider multi-objective simulation optimization (MOSO) problems on integer lattices, that is, nonlinear optimization problems in which multiple simultaneous objective functions can only be observed with stochastic error, e.g., as output from a Monte Carlo simulation model. The solution to a MOSO problem is the efficient set, which is the set of all feasible decision … Read more

    An Introduction to Multi-Objective Simulation Optimization

  • Eric A. Applegate
  • Kyle Cooper
  • Susan R. Hunter
  • Oscar Rincon-Guevara
  • Carolina Vivas-Valencia
  • Viplove Arora
  • Bryan Chong
    • Categories Multi-Criteria Optimization, Optimization of Simulated Systems Tags

    The multi-objective simulation optimization (MOSO) problem is a nonlinear multi-objective optimization problem in which multiple simultaneous and conflicting objective functions can only be observed with stochastic error. We provide an introduction to MOSO at the advanced tutorial level, aimed at researchers and practitioners who wish to begin working in this emerging area. Our focus is … Read more