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Efficient Simulation Resource Sharing and Allocation for Selecting the Best

机译:高效的仿真资源共享和分配,以选择最佳资源

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摘要

Common random numbers and the standard clock method are examples of effective variance reduction techniques that also share information and simulation resources when generating realizations of different simulated systems whose performances are being compared. This sharing of computing resources and the potentially widely different computational requirements for different simulation models are important considerations in allocating simulation replications among the candidate designs with the objective of maximizing the probability of selecting the best design, and we formulate the optimal computing budget allocation problem under this scenario. The resulting formulation leads to an optimization problem that can be viewed as a generalization of a correlated version considered in earlier work. An approximation to the problem is introduced to allow a tractable solution, for which a heuristic two-stage sequential allocation algorithm is proposed, and several numerical examples are used to illustrate the potential improvements that can be gained.
机译:通用随机数和标准时钟方法是有效减少方差的技术示例,当生成性能比较的不同仿真系统的实现时,这些方差共享技术和仿真资源。计算资源的这种共享以及对不同仿真模型可能存在的广泛不同的计算需求是在候选设计之间分配仿真复制时要考虑的重要考虑因素,目的是最大化选择最佳设计的可能性,并在此条件下制定最优计算预算分配问题这种情况。最终的表述导致了一个优化问题,该问题可以看作是早期工作中考虑的相关版本的概括。引入了对该问题的近似值,以提供一种易于处理的解决方案,为此提出了启发式两阶段顺序分配算法,并使用几个数值示例来说明可以获得的潜在改进。

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