Award Abstract # 1200315
Collaborative Research: Design Principles for Parallel Simulation Optimization

NSF Org: CMMI
Division of Civil, Mechanical, and Manufacturing Innovation
Recipient: CORNELL UNIVERSITY
Initial Amendment Date: March 9, 2012
Latest Amendment Date: March 9, 2012
Award Number: 1200315
Award Instrument: Standard Grant
Program Manager: Georgia-Ann Klutke
gaklutke@nsf.gov
 (703)292-2443
CMMI
 Division of Civil, Mechanical, and Manufacturing Innovation
ENG
 Directorate for Engineering
Start Date: July 1, 2012
End Date: June 30, 2016 (Estimated)
Total Intended Award Amount: $250,515.00
Total Awarded Amount to Date: $250,515.00
Funds Obligated to Date: FY 2012 = $250,515.00
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
School of ORIE, 230 Rhodes Hall
Ithaca
NY  US  14853-3801
Primary Place of Performance
Congressional District:
19
Unique Entity Identifier (UEI): G56PUALJ3KT5
Parent UEI:
NSF Program(s): OPERATIONS RESEARCH
Primary Program Source: 01001213DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s): 072E, 073E, 077E
Program Element Code(s): 551400
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.041

ABSTRACT

This award provides funding to advance the design of algorithms for solving simulation-optimization (SO) problems on parallel computing platforms. SO problems are optimization problems where the objective function and constraints can only be observed through a stochastic simulation. Virtually all current algorithms for solving SO problems assume a single processor as the computing platform. However, the trend in computing devices is towards multi-processor computers, not just at the laptop/desktop level, but all the way up to cloud computing environments. This research will explore how to design algorithms for solving SO problems that exploit such environments, to attempt to return high-quality solutions at a reasonable cost and within a reasonable amount of time.

If successful, the results of this research will lead to a new line of research - parallel SO - with ensuing improvements in the design and implementation of SO algorithms on parallel computing platforms, thus making this currently computing-intensive technology much more accessible and effective. SO already holds an important place in application fields, as evidenced by the variety of SO problems in an existing testbed . The proposed research will provide further opportunities for major impact through reliable solution of important SO problems. This research is part of a continuing thrust to enhance the implementability of SO by creating methods, theory, and computational tools to facilitate the automatic solution of larger and more realistic SO problems.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

Note:  When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher. Some full text articles may not yet be available without a charge during the embargo (administrative interval).

Some links on this page may take you to non-federal websites. Their policies may differ from this site.

(Showing: 1 - 10 of 11)
Chong, K.C., S. G. Henderson and M. E. Lewis "The vehicle mix decision in emergency medical service systems" Manufacturing, Service and Operations Management , v.18 , 2015 , p.347
Eric C. Ni and Shane G. Henderson "How hard are steady-state queueing simulations?" ACM Transactions on Modeling and Computer SImulation , v.25 , 2015 , p.Article 2
Henderson and Ehrlichman "Sharpening comparisons via Gaussian copulas and semidefinite programming." ACM Transactions on Mondeling and Computer Simulation , v.22 , 2012 , p.Article 2
MacDonald, R. D., M. Ahghari, L. Walker, T. A. Carnes, S. G. Henderson, D. B. Shmoys "A novel application to optimize utilization for non-urgent air transfers" Air Medical Journal , v.33 , 2013 , p.34
MacDonald, R. D., M. Ahghari, L. Walker, T. A. Carnes, S. G. Henderson, D. B. Shmoys "Mathematical programming guides air ambulance routing at Ornge" Interfaces , v.43 , 2013 , p.232
Maxwell, Henderson and Topaloglu "Tuning approximate dynamic programming policies for ambulance redeployment via direct search" Stochastic Systems , v.3 , 2013 , p.322
Maxwell, M.S., E. C. Ni, C. Tong, S. R. Hunter, S. G. Henderson and H. Topaloglu "A bound on the performance of an optimal ambulance redeployment policy" Operations Research , v.62 , 2014 , p.1014
Maxwell, M., S. G. Henderson and H. Topaloglu "Tuning approximate dynamic programming policies for ambulance redeployment via direct search" Stochastic Systems , v.3 , 2013 , p.322
Rolf Waeber, Peter Frazier and Shane Henderson "A Bayesian approach to Stochastic Root Finding" Proceedings of the 2011 Winter Simulation Conference , v.2011 , 2011 , p.4038-4050
Rolf Waeber, Peter Frazier and Shane Henderson "Bisection search with noisy responses" SIAM J on Control and Optimization , v.51 , 2013 , p.2261
Timothy A Carnes, Shane G Henderson, David B Shmoys, Mahvareh Ahghari and Russell D. MacDonald "Mathematical programming guides air-ambulance routing at Ornge" Interfaces , v.43 , 2013 , p.232
(Showing: 1 - 10 of 11)

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

This research explores the use of parallel computing to solve "simulation optimization problems." A simulation optimization problem involves the use of computer models that mimic the dynamics and uncertainties associated with real-life systems to attempt to identify decisions that improve the operation and design of those systems. For example, our work has been extensively used to help improve the operations and design of CitiBike, the bike-sharing system in place in New York City. It has also been used to help plan operations and select bases for Ornge, the air-ambulance provider in Ontario, Canada.

The focus of the work in this proposal is to design and develop computer programs to enable the solution of simultion-optimization problems using the power of parallel computing, including high-performance computing and cloud computing. We have successfully devised such programs that have solved problems that are larger than any previously solved by a factor of approximately 100 (in terms of number of potential solutions). These algorithms provide statistical guarantees that the reported optimal solution is close to the truly-best solution. These guarantees are stronger than those provided by most algorithms previously designed for these problems. One of our algorithms has been adapted for use by a commercial simulation software provider.

In addition, the work has provided training for a large number of graduate and undergraduate students, and a postdoctoral scholar.


Last Modified: 07/13/2016
Modified by: Shane G Henderson

Please report errors in award information by writing to: awardsearch@nsf.gov.

Print this page

Back to Top of page