Simulation Optimization – Testing Evolution Strategy and Simulated Annealing and Their Setting of the Parameters

Abstract:

The paper deals with testing selected optimization methods - Random Search, Hill Climbing, Tabu Search, Local Search, Downhill Simplex, Simulated Annealing, Differential Evolution and Evolution Strategy. The paper is especially focused on Evolution Strategy and Simulated Annealing and their setting of the parameters used to search for the global optimum of specified objective functions (considering the objectives of the discrete event simulation models – “The Assembly Line”, “The Penalty” and “The Manufacturing System and Logitics”) and testing functions –DeJong’s, Rosenbrock’s, Michalewicz’s and Ackley’s. The Optimization methods and to be modified for simulation optimization. We specified the evaluation methods considering the success of finding the global optimum defined in the search space.