Award Abstract # 0800688
Collaborative Research: Inference, Analysis, and Assessment in Simulation Optimization

NSF Org: CMMI
Division of Civil, Mechanical, and Manufacturing Innovation
Recipient: CORNELL UNIVERSITY
Initial Amendment Date: April 30, 2008
Latest Amendment Date: April 30, 2008
Award Number: 0800688
Award Instrument: Standard Grant
Program Manager: Edwin Romeijn
CMMI
 Division of Civil, Mechanical, and Manufacturing Innovation
ENG
 Directorate for Engineering
Start Date: July 1, 2008
End Date: June 30, 2013 (Estimated)
Total Intended Award Amount: $267,045.00
Total Awarded Amount to Date: $267,045.00
Funds Obligated to Date: FY 2008 = $267,045.00
History of Investigator:
  • Shane Henderson (Principal Investigator)
    sgh9@cornell.edu
Recipient Sponsored Research Office: Cornell University
341 PINE TREE RD
ITHACA
NY  US  14850-2820
(607)255-5014
Sponsor Congressional District: 19
Primary Place of Performance: Cornell University
341 PINE TREE RD
ITHACA
NY  US  14850-2820
Primary Place of Performance
Congressional District:
19
Unique Entity Identifier (UEI): G56PUALJ3KT5
Parent UEI:
NSF Program(s): SERVICE ENTERPRISE SYSTEMS,
OPERATIONS RESEARCH
Primary Program Source: 01000809DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 073E, 9147, MANU
Program Element Code(s): 178700, 551400
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.041

ABSTRACT

Collaborative Research: Inference, Analysis, and Assessment in Simulation Optimization

Abstract

This grant proposes three main areas of work on simulation optimization (SO) problems, which are optimization problems where the objective function and constraints involved can only be observed through a stochastic simulation. First, many SO problems possess structure such as convexity or unimodality that, if detected, can improve one?s understanding of the problem itself, and be exploited in selecting solution algorithms. Numerical methods will be developed to detect such structure. Second, performance measures, and methods for efficiently computing them, will be developed to enable theoretically sound comparisons of the performance of SO algorithms on test problems. Third, a testbed of SO problems will be developed.

If awarded, the ability to numerically detect problem structure will greatly improve understanding of one?s problem formulations, and allow greater use of specialized algorithms that exploit structure. This could also lead to users formulating problems to adhere to those structures, with the result that many new subclasses of SO problems might be created. The testbed, along with appropriate performance measures, should help to encourage algorithm comparisons and development. We might then be able to tackle far larger SO problems than is possible today. The results of the research will find application in areas such as emergency services, transportation logistics, supply chain management, revenue management and potentially many other fields.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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43.Carnes, T. A., S. G. Henderson, D. B. Shmoys, M. Ahghari and R. Macdonald "Mathematical programming guides air-ambulance routing at Ornge. Interfaces" Interfaces , v.43 , 2013 , p.232
Ehrlichman, S. M. T. and S. G. Henderson "Comparing Two Systems: Beyond Common Random Numbers" Proceedings of the 2008 Winter Simulation Conference , 2008 , p.245
Henderson, S. G. and S. M. T. Ehrlichman "Sharpening comparisons via Gaussian copulas and semidefinite programming" ACM Transactions on Mondeling and Computer Simulation , v.22 , 2012 , p.Article 2
Pujowidianto, N. A., S. R. Hunter, R. Pasupathy, L. H. Lee, and C.-H. Chen "Closed-Form Sampling Laws for Stochastically Constrained Simulation Optimization on Large Finite Sets" Proceedings of the 2012 Winter Simulation Conference, ed. C. Laroque, J. Himmelspach, R. Pasupathy, O. Rose, and A. M. Uhrmacher. Piscataway, NJ: IEEE Press , 2012
R. Pasupathy and S. G. Henderson "SimOpt: A library of simulation optimization problems" Proceedings of the 2011 Winter Simulation Conference , 2011 , p.4080
S. Kim and S. G. Henderson "The Mathematics of Continuous-Variable Simulation Optimization" Proceedings of the 2008 Winter Simulation Conference , 2008 , p.122

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