Kalyani Nagaraj

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

    Stochastically Constrained Simulation Optimization On Integer-Ordered Spaces: The cgR-SPLINE Algorithm

  • Kalyani Nagaraj
  • Raghu Pasupathy
    • Categories Global Optimization, Integer Programming, Stochastic Programming Tags , ,

    We consider the problem of identifying the solution(s) to an optimization problem whose domain is a subset of the integer lattice, and whose objective and constraint functions can only be observed using a stochastic simulation. Such problems seem particularly prevalent (see www.simopt.org) within service systems having capacity or service-level constraints. We present cgR-SPLINE — a … Read more