Title
Parallel Empirical Stochastic Branch and Bound for large-scale discrete optimization via Simulation.
Abstract
Real-life simulation optimization applications often deal with large-scale simulation models that are time-consuming to execute. Parallel computing environments, such as high performance computing clusters and cloud computing services, provide the computing power needed to scale to such applications. In this paper, we show how the Empirical Stochastic Branch and Bound algorithm, an effective globally convergent random search algorithm for discrete optimization via simulation, can be adapted to a high-performance computing environment to effectively utilize the power of parallelism. We propose a master-worker structure driven by MITRE's Goal-Directed Grid-Enabled Simulation Experimentation Environment. Numerical experiments with the popular Ackley benchmark test function and a real-world simulation called runwaySimulator demonstrate the number of cores needed to achieve a good scaled efficiency of parallel empirical stochastic branch and bound for increasing levels of simulation run times.
Year
DOI
Venue
2016
10.1109/WSC.2016.7822127
Winter Simulation Conference
Keywords
Field
DocType
parallel empirical stochastic branch and bound algorithm,large-scale discrete optimization,real-life simulation optimization applications,large-scale simulation models,parallel computing environments,random search algorithm,high-performance computing,MITRE,goal-directed grid-enabled simulation experimentation,Ackley benchmark test function,runwaySimulator
Random search algorithm,Branch and bound,Cloud computing services,Simulation,Discrete optimization,Computer science,Decision support system,Test functions for optimization,Simulation modeling,High performance computing clusters
Conference
ISSN
ISBN
Citations 
0891-7736
978-1-5090-4484-9
0
PageRank 
References 
Authors
0.34
7
8
Name
Order
Citations
PageRank
Scott L. Rosen1476.58
Peter Salemi2102.69
Brian Wickham300.34
Ashley Williams400.34
Christine Harvey500.68
Erin Catlett600.34
Sajjad Taghiyeh700.34
Jie Xu88111.71