Efficient Feasibility Determination with Multiple Performance Measure Constraints

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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Author(s)

Detail(s)

Original languageEnglish
Article number7426351
Pages (from-to)113-122
Journal / PublicationIEEE Transactions on Automatic Control
Volume62
Issue number1
Publication statusPublished - 1 Jan 2017

Abstract

Feasibility determination has emerged as a widely applied problem in simulation optimization. It seeks to provide all the feasible designs from a finite set of design alternatives based on which the final decision can be chosen by the decision maker. In this paper, we consider the feasibility determination problem in presence of multiple performance measure constraints. The optimal solution to maximize the probability of correct feasibility determination is derived under asymptotic approximation. A corresponding sequential selection procedure is designed for implementation. The numerical testing shows that our approach can enhance the simulation efficiency significantly.

Research Area(s)

  • Feasibility determination, multiple performance measures, simulation budget allocation, simulation optimization