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Optimization in simulation: a survey of recent results

This paper surveys existing methods, and presents several new ideas, for optimizing performance measures with respect to input parameters for simulation. The usual methods fall into three categories. First, there is the application of traditional non-linear programming techniques, regardless of the stochastic properties of most discrete event simulations. Second, is the application of response surface methodologies. Third, are stochastic approximation techniques, a well known but little used optimization technique. The last two categories account for the stochastic behavior of simulations.
This paper also discusses several developments within the past seven years that promise greater efficiency in optimizing simulations. These developments include: Karmarkar's algorithm, infinitesimal perturbation analysis and likelihood ratios to estimate derivatives of performance measures with respect to parameters, adaptive control and hybrid models.