Predicting the simulation budget in ranking and selection procedures. Ma, S. & Henderson, S. G. ACM Transactions on Modeling and Computer Simulation, 29(3):Article 14, 1–25, 2019.
Code
Paper abstract bibtex 4 downloads The goal of ranking and selection (R&S) procedures is to identify the best among a finite set of alternative systems evaluated by stochastic simulation, providing a probability guarantee on the quality of the solution. In order to solve large-scale R&S problems, especially in parallel computing platforms where variable numbers of cores might be used, it is helpful to be able to predict the simulation budget, which is almost always the dominant portion of the running time of a given procedure for a given problem. Non-trivial issues arise due to the need to estimate the system configuration. We propose a set of methods for predicting the simulation budget. Numerical results compare our predictions for several leading R&S procedures.
@article{mahen17b,
abstract = {The goal of ranking and selection (R\&S) procedures is to identify the best among a finite set of alternative systems evaluated by stochastic
simulation, providing a probability guarantee on the quality of the
solution. In order to solve large-scale R\&S problems, especially in
parallel computing platforms where variable numbers of cores might be
used, it is helpful to be able to predict the simulation
budget, which is almost always the dominant portion of the running time of a given procedure for a given
problem. Non-trivial issues arise due to the need to estimate the
system configuration. We propose a set of methods for predicting the
simulation budget. Numerical results compare our predictions for several
leading R\&S procedures.
},
author = {Sijia Ma and Shane G. Henderson},
date-added = {2018-01-11 15:33:39 +0000},
date-modified = {2020-02-24 13:06:41 +1300},
journal = {{ACM} Transactions on Modeling and Computer Simulation},
number = {3},
pages = {Article 14, 1--25},
title = {Predicting the simulation budget in ranking and selection procedures},
url_code = {https://github.com/sjasonma/RnSRunningTime},
url_paper = {pubs/RandSRuntime.pdf},
volume = {29},
year = {2019}}
Downloads: 4
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Non-trivial issues arise due to the need to estimate the system configuration. We propose a set of methods for predicting the simulation budget. Numerical results compare our predictions for several leading R&S procedures. 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In order to solve large-scale R\\&S problems, especially in\nparallel computing platforms where variable numbers of cores might be\nused, it is helpful to be able to predict the simulation\n budget, which is almost always the dominant portion of the running time of a given procedure for a given\nproblem. Non-trivial issues arise due to the need to estimate the\nsystem configuration. We propose a set of methods for predicting the\nsimulation budget. Numerical results compare our predictions for several\nleading R\\&S procedures.\n},\n\tauthor = {Sijia Ma and Shane G. 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