Single run optimization using the reverse-simulation method

Abstract

An efficient `Simulation Optimization' technique is developed to solve system design problems which can not be expressed in explicit analytical or mathematical models. In particular, we explore a new paradigm called the `Reverse-Simulation optimization method' which is quite different from current simulation optimization methods in the literature. This paper focuses on the method of on-line determination of steady-state, which is a very important issue in Reverse-Simulation optimization, and the construction of a Reverse-Simulation algorithm with expert systems. The proposed algorithm finds the steady-state of a system and an optimal state. The algorithm employs the Lyapunov exponent of Chaos theory to determine both the steady-state and optimal state of a system.