Optimisation of complex simulation models

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dc.contributor.advisorDurbach, Ianen_ZA
dc.contributor.advisorStewart, Theodoren_ZA
dc.contributor.authorBezuidenhoudt,Cecile Margareten_ZA
dc.date.accessioned2014-08-15T14:16:12Z
dc.date.available2014-08-15T14:16:12Z
dc.date.issued2013
dc.description.abstractComputer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. Choosing optimal simulation parameters leads to improved operation of the model but it is still a challenge as to how to go about optimally selecting these parameter values. The aim of this thesis was to see if a method could be found to optimise a simulation model provided by a client. This thesis provides a review of the literature of various simulation optimisation techniques that exist. Five of these simulation optimisation techniques - Simulated Annealing, Genetic Algorithms, Nested Partitions, Ordinal Optimisation and the Nelson-Matejcik Method - were selected and applied to a test case stochastic simulation model to gain an understanding into the techniques for their use in optimising the test model. These techniques were then used and applied to optimise a real life simulation model provided by a client. A technique combining the Ordinal Optimisation and Simulated Annealing optimisation methods provided the best results. This technique was provided to the client as a strategy to implement into their simulation model.en_ZA
dc.identifier.apacitation (2013). <i>Optimisation of complex simulation models</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/6572en_ZA
dc.identifier.chicagocitation. <i>"Optimisation of complex simulation models."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2013. http://hdl.handle.net/11427/6572en_ZA
dc.identifier.citation 2013. Optimisation of complex simulation models. Thesis. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. http://hdl.handle.net/11427/6572en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Bezuidenhoudt,Cecile Margaret AB - Computer simulation models are widely and frequently used to model real systems to predict output responses under specified input conditions. Choosing optimal simulation parameters leads to improved operation of the model but it is still a challenge as to how to go about optimally selecting these parameter values. The aim of this thesis was to see if a method could be found to optimise a simulation model provided by a client. This thesis provides a review of the literature of various simulation optimisation techniques that exist. Five of these simulation optimisation techniques - Simulated Annealing, Genetic Algorithms, Nested Partitions, Ordinal Optimisation and the Nelson-Matejcik Method - were selected and applied to a test case stochastic simulation model to gain an understanding into the techniques for their use in optimising the test model. These techniques were then used and applied to optimise a real life simulation model provided by a client. A technique combining the Ordinal Optimisation and Simulated Annealing optimisation methods provided the best results. This technique was provided to the client as a strategy to implement into their simulation model. DA - 2013 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2013 T1 - Optimisation of complex simulation models TI - Optimisation of complex simulation models UR - http://hdl.handle.net/11427/6572 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/6572
dc.identifier.vancouvercitation. Optimisation of complex simulation models. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2013 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/6572en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.titleOptimisation of complex simulation modelsen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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